ag-Grid header styles not changing with CSS on component

Try using ::ng-deep combinator

https://angular.io/guide/component-styles#deprecated-deep--and-ng-deep

::ng-deep .ag-theme-balham .ag-header {
    background-color: #e0e0e0;
}

If that does not work, put your css in the global stylesheet and check if the styles are overriden correctly

Override the header-cell class instead

.ag-theme-balham .ag-header-cell{
    background-color: #e0e0e0;
}

and if you have header-group then

.ag-theme-balham .ag-header-cell, .ag-theme-balham .ag-header-group-cell{
    background-color: #e0e0e0;
}