I don't know how to convert VBA code to Python but this should give you an idea on how you could copy the headers and footers into the body of the document.
Code:
Sub HFExtractor()
Dim aSect As Section, aHF As HeaderFooter, aRng As Range
For Each aSect In ActiveDocument.Sections
For Each aHF In aSect.Headers
Set aRng = aSect.Range
aRng.Collapse Direction:=wdCollapseEnd
aRng.FormattedText = aHF.Range.FormattedText
Next aHF
For Each aHF In aSect.Footers
Set aRng = aSect.Range
aRng.Collapse Direction:=wdCollapseEnd
aRng.FormattedText = aHF.Range.FormattedText
Next aHF
Next aSect
End Sub