Does the setting "Enable Category Strip Colors" make the colour of the categories match what you have set in the colour options below this setting? I thought it would but it doesn't seem to work - Core / Core Dark 1.5.13
Some of the styles that property will require one extra step for it to work. Go to Style Properties -> Building Blocks -> Remove the @coreGradient in the misc box, then set a background color there. Essentially the CSS gradient is overwriting the ability to do custom headings.