The additional css classes that you are seeing are generated css
classes, you can search for them by the name (like ig_9f4ef124_r4) they
should be in the HTML somewhere on top. These classes are generated from
the style settings on the grid. For your header it'll be something like:
..ig_9f4ef124_r4
{
color:black;
background-color:white;
font-weight:bold;
}
The reason these classes are overriding your settings is because they
are rendered after your css file include. It is intended that way and if
you need let's say the background color taken from your css class you
should remove the setting off the HeaderStyleDefault object.

Another property that can affect the way the css classes are applied is
OptimizeCSSClassNamesOutput. Setting this property to True means that
the grid will use css selectors for its css classes. In this case your
css classes should also follow the selectors specification for the grid.

My style classes are not being applied. All other styles from the same sheet are being set properly on other page elements.

I will check everything again, and if I cannot find why it is happening, I'll repost. Thanks.