You would need to edit the Header Element assigned to those pages / archives.
https://docs.generatepress.com/article/header-element-overview/
Archive pages like the Blog and Categories do no support the display of featured images ( WordPress ignores them with any other meta box date you add ). So you would need to create a separate Header Element for the Blog and each of your categories.
For each element you can either add a Custom Background Image or you can add your own slider plugin shortcode for the content.