For the sidebar, you could perhaps, try a plugin like this: https://wordpress.org/plugins/sticky-menu-or-anything-on-scroll/. For the header, I don’t have a solution at the moment. We’re working on several items to make Ultra more versatile at the moment. Unfortunately, these two aren’t on the working list yet. I really appreciate your feedback though and will make a note of both of these items.
Thanks for your understanding. Please, let me know how it goes. Sticky sidebar is a lot easier than a sticky header so this is something I can help with if no plugin solution can be found. A plugin fix would be first prize.