Header isn't changing across site

So, in sites I've built in the past, all I've had to do is go to one page, change the Header and Footer to how I want and then save. This would spread across all other pages. This time however, once I'd changed the Header and Footer on this site and I went and checked the other pages. The Footer changed for every page, so that's great, but the Header isn't changing.

Am I missing something? Or have I done something wrong?