Assuming the header/footer policies are not yet on the FortiGate in question ...
Do the policies reference an interface which is not yet mapped for the device you are installing on?
You could turn on securityconsole debug for more detail on what is happening during the Install (including the Copy phases from the ADOM DB to Device DB). There must be some reason policies are being skipped for this device.
The Fortinet Security Fabric brings together the concepts of convergence and consolidation to provide comprehensive cybersecurity protection for all users, devices, and applications and across all network edges.