IF you set the main document up as a directory type mailmerge main document,
you do NOT need to use <<Next Record>> fields.  All you need in the document
is a one row table in which the row height is set to match the labels that
you are using.

The fact that you have two columns in that one row table does not make any
difference and you can change the text direction in one, independent of the
other.  When you execute the merge (which in the case of a directory type
mailmerge, MUST be to a new document, it will not merge to anything else),
you will, IF you set the table dimensions, margins, etc correctly, get a
document containing a table with a row for each record in the data set that
can be printed onto your label sheets.

Alternatively, you can create a custom label sheet which will be a five row
x two column table, the dimensions of which match your labels and in that
case, you will need to insert the merge fields in each row of the table with
a <<Next Record>> field before the first mergefield in the in the first cell
of the second throught fifth rows.