You are caught in a tangled web. It is one into which anyone, who does not understand the rather convoluted structure of headers and footers and sections, falls.

Header/Footer Settings Recap

You start with the concept that page numbers are not something independent of headers or footers. They are almost always something inside a header or footer. (This is even true of page numbers in the left or right margin.) The rules for headers and footers apply to page numbers.

When you set "different first page" for any section, any new sections created for that document starting in the section with that setting will also be set for "different first page."

Whenever you start a new section, the headers and footers in the new section would be linked to previous. This is true, even if they are not displayed in the new section.