Hey there eveningcoffee!
I know I get myself into trouble quite often with MODx, and I vaguely remember having a similar problem a long long time ago... If I were in your shoes, a couple things I would try would be...
1) Double check your core config files to make sure that all the directories are correct (I myself like to harden the sensitive directories to make my MODx more secure, using the article here:
https://docs.modx.com/revolution/2.x/administering-your-site/security/hardening-modx-revolution)
2) Sometimes I find my cache is very stubborn, and sometimes going into my cPanel and deleting the entire contents of the core/cache/ folder seems to set things right...
3) I ran into a situation a while back where I was upgrading MODx on an already hardened site, and I think I got a similar error, because the MODx setup was recreating new core, connectors and manager folders, and I think I solved the problem by specifying the correct core path during setup, and essentially deleting my old manager and connectors folders and re-hardening the new ones to my specs. Not sure if that info will help in your case...
4) I have also heard of people having problems when setting up MODx because the read/write permissions on specific folders on their server were blocking the successful unpacking of specific files related to MODx. It could very well be that header.tpl may not even exist where it is supposed to be... My recommendation if this happens to be the case would be to manually upload the zip file to your server using FTP, and unpack it server-side (I usually uncompress in cPanel)
I hope at least one of these points gives you something to go on in fixing your problem! Best of luck!