Hi,
If i'm understanding correctly that your U4 is dependant on the entity the you could trying combing this into a single XFBR in the entity which returns "E#entityA:U4#memA, E#entityB:U4#memB... etc."
Then in you General Settings, under "Header Overrides" you can switch off default row headers and ensure Entity and U4 are both showing.
Alternatively, if these are general "Default" values for each entity, then you can assign then to the "UD4 Default" setting on the entity member itself. They can then be referred in any cube view using "U4#EntityDefault". The cube view won't show the U4 name in the column however, instead showing "Entity Default", but if you drill down on the data you will see that it's the correct intersection. Check out the design and reference guide for more information on this feature.