Fancyhdr does not apply same header/footer on chapter and non-chapter pages

For the report document class, the command \chapter is defined in the file report.cls, starting on line 339 or so. Contained in the definition of the \chapter macro is the instruction \thispagestyle{plain}, instructing LaTeX to set the chapter's first page in the so-called "plain" style.

To switch the page style of the first page of a chapter from "plain" to "fancy", you could load the etoolbox package and patch the definition of the \chapter macro:

\documentclass{report}
% other preamble stuff...
\usepackage{etoolbox}
\patchcmd{\chapter}{\thispagestyle{plain}}{\thispagestyle{fancy}}{}{}
% rest of document ...

You can redefine the plain style that's issued by \chapter. Here's how you can do; I'd recommend not having headings in the chapter starting pages, nor the upper rule.

\documentclass[twoside]{report}

\usepackage{lastpage}
\usepackage{fancyhdr} % for use of \pageref{LastPage}

\fancypagestyle{IHA-fancy-style}{%
  \fancyhf{}% Clear header and footer
  \fancyhead[LE,RO]{\slshape \rightmark}
  \fancyhead[LO,RE]{\slshape \leftmark}
  \fancyfoot[C]{\thepage\ of \pageref{LastPage}}% Custom footer
  \renewcommand{\headrulewidth}{0.4pt}% Line at the header visible
  \renewcommand{\footrulewidth}{0.4pt}% Line at the footer visible
}

% Redefine the plain page style
\fancypagestyle{plain}{%
  \fancyhf{}%
  \fancyfoot[C]{\thepage\ of \pageref{LastPage}}%
  \renewcommand{\headrulewidth}{0pt}% Line at the header invisible
  \renewcommand{\footrulewidth}{0.4pt}% Line at the footer visible
}
\title{A short example}

\begin{document}

\maketitle
\tableofcontents

\pagestyle{IHA-fancy-style}
\chapter{A chapter}
Look at the footer

\newpage
\section{A section}
Look at the footer

\end{document}