Hello,
When you edit the Front page header, as on your screenshot (Multiple headers > edit custom header), it shows the header on Blog page, not Home, but it is not a bug, but a predefined behavior in the Customizer. Just open your Home page in new tab and check the result of changes on frontend directly.
To make it https://prnt.sc/Kc3-omHC_iym transparent, we’ve set – https://prnt.sc/YIvo4yQ2_GZM , check the result now – https://prnt.sc/DEArZ9BMWmVm
Regards