You seem to have a file called “company-headers.scss” (“s” on the end), but you attempt to include “company-header” (no “s” on the end)
I was able to resolve the issue in the following way:
I had previously the custom-variables.scss file in Mendix Studio Pro, but subsequently saw that this file already existed in the theme/web file, but was not showing up in the modeler.
After removing this custom-variables file and placing the custom styling in the actual custom-variables file the styling was applied.