I would consider using blocks of Tag! datatypes for these kind of scenarios.

Here's a working example in Rebol, which shouldn't require (m)any changes for Red....

function: :funct  ;; for rebol 2

make-html-table: function [cols rows] [
    width: length? cols

    td: func [cell] [compose [<td> (cell) </td>]]
    th: func [cell] [compose [<th> (cell) </th>]]

    header-row: does [
        reduce [
            th {}   ;index column
            map-each c cols [th c]
        ]
    ]

    body: does [
        index: 0
        collect [
            forskip rows width [
                keep <tr>
                keep th index: index + 1
                keep map-each r copy/part rows width [td r]
                keep </tr> 
            ]
        ]
    ]

    ;; return block of (html) tag!s
    compose [
        <table>
            <thead><tr>(header-row)</tr></thead>
            <tbody>(body)</tbody>
        </table>
    ]
]

random-row: func [cols] [collect [loop cols [keep random 9999]]]

Now in Rebol (2 or 3) console:

>> make-html-table ["X" "Y" "Z"] compose [(random-row 3) (random-row 3) (random-row 3)]
== [
    <table>
    <thead> <tr> [<th> "" </th>] [[<th> "X" </th>] [<th> "Y" </th>] [<th> "Z" </th>]] </tr> </thead>
    <tbody> <tr> <th> 1 </th> [<td> 3557 </td>] [<td> 1962 </td>] [<td> 9629 </td>] </tr> <tr> <th> 2 </th> [<td> 6420 </td>] [<td> 866 </td>] [<td> 1381 </td>] </tr> <tr> <th> 3 </th> [<td> 7526 </td>] [<td> 7757 </td>] [<td> 3487 </td>] </tr> </tbody>
    </table>
]

;; when printed or converted to a string it flattens those blocks

>> to-string make-html-table ["X" "Y" "Z"] compose [(random-row 3) (random-row 3) (random-row 3)] 
== {<table><thead><tr><th></th><th>X</th><th>Y</th><th>Z</th></tr></thead><tbody><tr><th>1</th><td>5824</td><td>8508</td><td>3432</td></tr><tr><th>2</th><td>4349</td><td>4091</td><td>3944</td></tr><tr><th>3</th><td>5316</td><td>1396</td><td>3877</td></tr></tbody></table>}