Hi there,
1. The site is using the Block Element – Page Hero:
https://docs.generatepress.com/article/block-element-page-hero/
Found in Appearance > Elements, or when you view a page, in the Admin Bar > Elements menu you will see a link to each element being used on that page.
Edit the one Titled: BLOG PAGE HEADER
2. As #1 edit the one Titled: GLOBAL PAGE HEADERS
Note this one applies to ALL site except the Excluded pages.
FOR 2 and 3 – you must Select the parent Container Block, and in the settings sidebar > Backgrounds select a new image.
3. The footer is a also a Block Element titled GLOBAL FOOTER. Edit that and select the privacy text and you will see the URL field which is set to a # – EDIT the URL, delete the # and type in the page you want to link to.