> Did you tell LaTeX to load the package, too? This is the fancy stuff in the exported latex file
\usepackage{fancyhdr}
\pagestyle{fancy}
\usepackage{fancyhdr}
\pagestyle{fancy}
\fancyhead[RO,LE]{\thepage}
\fancyhead[LO]{\rightmark}
\fancyhead[RE]{\leftmark}
\cfoot{}
