Hi. If you're still fighting this, then the 'concept' that contains the answer is that the border is placed relative to the text (you can change the offset in the border settings for textborder), and *so far* it does so 'invisibly' as far as anything else on the page is concerned (including the 'footer text above the bottom margin' flag).
This makes the initial setup a bit of a pain, but has the benefit that you can then turn the border on and off without altering layout. It also means that there needs to be space for the border between the text and header. Thus you need to alter the purple numbers in your screenshot (to make space) and the red ones correspondingly, if the header and footer are in the right place at the moment.