Hi @Natalie_Tibbels. I think we have good news for you, this exists now in the 2.33 version of event reports. In the latest release of event reports you can select multiple data items across multiple stages.
Check out the detailed description in the 2.33 release notes, DHIS version 2.33 is released
Also you can see it in action on https://play.dhis2.org/2.33dev