I see what you mean now, but still I cannot give you the information you need because I did not work on any other header.
Pepperstone Header is assigne to the Pepperstone review page /pepperstone-review/ (eng) and /it/pepperstone/
I re-did the process I followed for Pepperstone with ICMarkets and the result is the same.
1) I selected the Italian language in the Header section,
2)I found the IC Markets one and clicked on Translate,
3)I had the blank page and I selected copy content from the English Version
4) made the changes and saved
5) went back to the Header section and found the header correctly assigned to the ic markets page. Once I checked the live website in the IT version (it/ic-markets/) exactly the same.
am I doing something wrong? I'd like to have the header of /pepperstone-review/ assigned to /it/pepperstone/ page as well in its italian version.
From the editor I can do what you did, but from the page /it/pepperstone/ or /it/icmarkets when I try to edit the header it show constantly the caching error,
Also I double checked all the headers I created and they are ok and assigned on a single page, Pepperstone and ICMarkets are the only one marked as assigned to multiple pages...