Hi Michael,
Your Header image is set to use “Featured image” so it’s working on pages and posts but the issue is, a “Blog” is an archive page that doesn’t have a featured image to be set. If you check ALL of the archive pages, you’ll see that all of them have no images because archive pages can’t be assigned a featured image by default like normal pages do.
That said, you either upload a fallback image on the Header element so the archive pages still displays that fallback image,
Or,
For the Blog page itself: consider making a separate Header Element for specifically for this page and assign an a custom background image on it. 😀
For the taxonomy archive pages: You can try my suggestion here which is basically adding a featured image field for category pages.
https://generatepress.com/forums/topic/how-do-i-get-the-header-on-the-category-pages/#post-1440100