on the page you linked to i can see the merged header working as the solid background color covers the site header/navigation.
Is the issue that no image is being displayed?
If so you either need to set a Custom Image background in the Header Element, or select Featured Image and make sure the post / page has a featured image assigned to it.
Hi,
It is little strange but i just saw the transparent header is working fine.
but when i am working in my WP dashboard and do a preview of the post then it is not working!