When I first set the fields for Record Header (Heading, Sub-heading) for Detail Layouts I was able to select Linked Fields. I Can no longer seem to select linked fields, even though the original fields I selected are still working as Heading / Sub-headings.
This may have something to do with the changes we made to the header section recently to allow permissions to be set on them. I will ask and see whether it was the intention to lose the ability to set linked fields as your headers as well.
Any joy here @Thu ? keen to get those record headers setup with linked fields.
This was an unintended change, the engineer working on this has been away so not sure when this will be fixed. If you can email through to email@example.com, I can keep you updated on the progress.