Could you please clarify whether I have missed any updates? Are you referring to the Gutenberg editor? If you're talking about an older version, you can navigate to the plugin section and search for the Classic Editor.
Have you tried clicking on the ¶ icon in the editor? You should see more formatting options, including headers. If you're not a fan of the Gutenberg editor, you can try using the Classic Editor or exploring other options. In case nothing works, you could download a WYSIWYG plugin to make formatting easier for you.