Wall headers for openings are not shown in the Sapphire Structure layout material list.

For the listing opening headers in a layout material list, Framer and Structure are slightly different.

Framer header inclusion is simple.  You can turn on the Header here: Job Properties > Job Settings > Output > Layout Material List > Include > Wall Framing (set to varies) and turn on Headers.

In Structure you will have to have "Headers" and "Panelized" under Wall Framing on before you will see the headers in a Wall Framing list. Or turn on Wall openings to see the header in the Opening list. The screen shot below is from Structure 8.0.3.