Hi @dcsdigital
Yes, it is possible to build your own header and footer.
The way to do this is via Portal management
https://docs.microsoft.com/en-us/power-pages/configure/portal-management-app
Regarding your second question:
In Portal management
1. Under content > Web Files
2. upload your custom CSS/ JSS / any build files
Note: Please set the parent page as "Home". So you can reference it easily.
Building a custom theme is not yet available via design studio but through portal management, you can create a stylesheet and reference it
Hope it helps.
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1. Under Content > Web Templates > Look for Header and Footer Templates.
2. Make a copy and build your own header and footer template with liquid and HTML