How to set header background image?
You can set global header background image under Appearance / Customize / Header with Header Background Image option.
You can override this image for Knowledge Base pages under Appearance / Customize / Knowledge Base with Header Background Image option and for FAQ pages under Appearance / Customize / FAQ with Header Background Image option.
Also, if you set up a Featured Image for a regular page, it will be used as a header background for that specific page.
Is plugin X supported?
This theme was built with best WordPress practices in mind, which means that generally any 3rd party plugin should work. But since there are thousands and thousands of plugins in official plugins repository (and other thousands of premium plugins on various marketplaces), it is not possible to make sure if it really does work with every plugin out there.