You can modify theme colors using customizer, navigate to Appearance -> Customize -> Colors. This will affect all elements except some Elementor elements. With Elementor you have control of every individual component. You can control header colors individually for each header.
How to customize Elementor widgets colors.
First, edit your page with Elementor. Click on the small pencil to edit the widget. Navigate to Style tab. There you will find settings to change color of the specific element.