I’m afraid a little further information on how you are working, such as whether the headings are being generated by the compiler or not, would be necessary to provide any specific advice. That said, I’ve written a short how-to on making properly styled headings. If you’re familiar with the basics of how these work in word processors (as it sounds), then skip down to the Application of Styles in Scrivener section of that post, where additional guides are posted. The second link in particular has a sample compile Format.
As an aside, from your screenshot it doesn’t seem like you are writing a screenplay, but all of your documents are set to scriptwriting mode—as indicated by the yellowish paper. Perhaps that is intentional (there are unorthodox ways of using this feature for sure). If it is not, then I would first try converting one back to standard writing mode, by selecting it and using the Format ▸ Scriptwriting command at the very top of that submenu. Experiment with the document, make sure it works fine, and if it does, you can bulk select and convert using the same procedure on a larger scale selection in the binder.
Note that toggling modes won’t change any formatting, it is a completely benign toggle that only impacts how text formatting works as you type. It is designed to be freely toggled on and off for those that write scripted sections within prose.