Your best bet here is going to be to abandon the datagrid and use a ListView instead, and inside the ListView you will want to show a UserControl of your own design. I did something similar for an application I built.
In your XAML for your ListView you will want to set the ItemContainerStyle and inside that you'll want to display your custom UserControl (in which you can use a Grid to setup the rows/colums and their spans). It basically looks like this:
<ListView
Name="_listView"
Grid.Row="0" Grid.Column="0"
SelectionMode="Single"
IsSynchronizedWithCurrentItem="True"
SelectedItem="{Binding SelectedAgent, Mode=TwoWay}"
ItemsSource="{Binding Agents, Mode=OneWay}"
GridViewColumnHeader.Click="ListView_Click"
DependencyProperties:ListBoxClickCommand.ClickCommand="{Binding ShowAgentDetailsCommand}">
<ListView.ItemContainerStyle>
<Style TargetType="ListViewItem">
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="ListViewItem">
<Border
Name="_border"
Padding="2"
CornerRadius="5"
SnapsToDevicePixels="true"
Background="Transparent">
<Controls:AgentStateControl></Controls:AgentStateControl>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsSelected" Value="True">
<Setter TargetName="_border" Property="Background" Value="CornflowerBlue" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
</ListView.ItemContainerStyle>
The AgentStateControl is my custom control, and it has two rows, the second has a bigger span on the columns. You can create that control however you want.