Hi,
You have your answer in your question itself.
Header Discount is applicable to the materials belonging to the same material Group.
Please try by having the same material Group at material master for all the materials and try with the Header discounts. It should work. This is with reference to the standard HB00 condition type.
The reason for this condition type to work this way is that it is a "Group Condition" (marked for this HB00 condition type). Hope that your condition type is also a copy of this condition type.
regards