You're correct, you need a subsummary. And it needs to be based on the OrderGroup. But, the subsummary part needs to be small, 1-2 pixels, so that it doesn't interfere with the printing of the labels. And make sure the 'Page break before each occurrence' is checked. If you want the header to appear on each sheet printed, place the appropriate fields in the header part.
Looks like I finally got it to work. I did have to import my break
field and another field into FMP and set up a relationship with my
shadow SQL table. I also had to remember to sort my imported field even
though it was already sorted in the SQL table.
Thanks for your help.