Hi there,
1. You’re using the mobile header, so you’d need to add this:
#mobile-header {
position: sticky;
top: 0;
}
2. How are you trying to? Via the Customizer?
3. When your header is merged like it is, the plugin specifically re-styles the navigation when it’s sticky to use your navigation colors. Since you’re not using the built-in sticky solution, it can’t do this. In fact, there is no way to target your sticky navigation, as it’s not using JS to become sticky, unfortunately.