I have loaded up an instance of Zorin OS 16.1 Core (Gnome), grabbed the Nebula theme and the Vivaldi .deb installer on it...
I have confirmed that using the native window in Gnome uses the Notebook Stack window. Because of this, borders are simply hidden...
You also can note that the Headerbar Radius is the only radius that is honored. The bottom border radius is not, and has sharp corners.
You can see in the screenshot that right beneath the headerbar, on either side of the TabBar... white lines are showing- that is the Border. It is covered over by the notebook stack.
Changing the background clip does not resolve this issue.
I have spent a bit of time on this... I think you are currently stuck having to accept this as it is, unless someone better than I can offer a solution.
Those square bits on yours are likely to remain...
Is there a way to get qt programs to follow the theme, I've messed with Kavantum and qr5ct, I can get them to apply the colours but not the white window border, I was using a kavantum theme Graphite dark that is similar to Nebula.
Exactly, the Window Border is handled by the Window manager - Which Gnome does not have. KDE, Mate / Cinnamon and XFCE are examples of Window Managed Desktops.