Hello,
UPDATE: phpdocx 13 added support for headers and footers using the native conversion plugin.
DOCX to HTML allows getting each structure of the transformed DOCX using the returnHTMLStructure option (https://www.phpdocx.com/api-documentation/format-conversion/transform-docx-html-using-native-php-classes). Using this option you can get headers, footers and body transformed to HTML and then use DOMPDF (or any other HTML to PDF lib) to create the PDF output with the transformed contents, including headers and footers (https://ourcodeworld.com/articles/read/687/how-to-configure-a-header-and-footer-in-dompdf).
We recommend using the conversion plugin based on LibreOffice.
Regards.