This is for your example i have grouped the 2 file data in single sheet. please see the below snap.
I have created a small UDF to get your required output. Paste the below UDF in Module and you can directly call this from the cell itself.
Public Function searchstring(a As Range, b As Range)
Dim Header As String
For i = 1 To a.Columns.Count
If Not a.Columns(i).Find(b) Is Nothing Then
Header = a.Cells(1, i)
End If
Next i
searchstring = Header
End Function
OUTPUT
EDIT:
use Exit For before Endif to get the first match header.
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solved Macro to find header in excel