I just experienced this issue in Evernote for Mac with an Evernote Plus (paid) account. Thank you very much for the advice - it worked! I conclude this is a bug and someone found a work-around (bravo!).
Just to help others out, as I had some trial and error with this, the way to apply a header is to:
select text in the body of the note (not the title of the note)
use the formatting menu within the note to choose a style that applies a heading format to the text, such as "Small Header"