It’s not the container setting, it’s the paragraph block you are using which comes with a default bottom margin of 1.5em.
Can you use the headline block of GB instead of the WP paragraph block? Then you should be able to set the headline block’s bottom margin to 0.
And as I suggested in your other topic, use GB Grid block, instead of the WP columns block. Grid block offers the control of horizontal gap which Columns block doesn’t.