Hi there,
I suggest that you look into these 3 articles regarding the font system which will help you get a grasp of the system:
Having said that, the Custom Headline is an element that can be found in the Pro Editor:

But it is available when you edit the content of the page and not the Header/Footer Builder.
The Header/Footer builder has another element called Headline:

While using the Headline element in the builder you do have all the option in the element itself and it does not follow the base font sizes:

So In general if you use the new V2 elements such as the header builder headline or the headline Pro Editor element you have the options available in the element itself to change the font size and all those stuff, but if you use the classic elements such as the classic custom headline, then you need to read the articles above and set proper sizes there.
Thank you.