I have looked at the Moving WordPress information...
When you move WordPress, you use something like phpMyAdmin to move the database that holds the user data and theme settings and anything else that exists as text. Then, you use something like FileZilla to move the wp-contents folder where all plugins, themes and uploads (and anything more you might have added there, such as database backups). Then, you will also need the wp-config.php file from "root" to bring along so WordPress in the new location will be able to again find and access the database. Other than that (and possibly some or all of your htaccess file in "root"), you can leave everything else behind and just add what you have taken to a new (or possibly to another) WordPress installation.
Something is requesting a header image...
So what is requesting the image? (maybe the address in that file is wrong so it can't find an image).
Where should the image be?.(maybe it is missing).
Some themes store images inside a folder such as "images" inside the specific theme's folder, and some load header images from one folder or another inside the wp-contents folder.
Activating another theme does not resolve the problem. So the theme itself isn't where the 'glitch' is.
My own experience is limited here, but WordPress uses the database to store all Dashboard > Appearance > ~~~~~ settings that must first be set for each theme and/or Child Theme. So if you have already checked all of those settings and a header image is not showing up, then yes, there is likely something wrong somewhere...and the best thing to do is to make a post with as many specifics as possible so the troubleshooters here can offer specific suggestions.
Hmm. I fixed it but not quite sure what did it. Oh well :)
Been there and done that too!