The thumbnail is made in MS Paint 3D, while the header is made in Krita (you can tell by the more complex designs (made using some of Krita's brushes).

The thumbnail shows Mari as if she was dreaming, along with some spirit-like "butterflies". If you ask what these butterflies represent, they represent Yuri Saigyouji, who is set to be playable once the player unlocks her in the game, and also represents Mari's bond with Yuri (Yuri is her guardian angel; and also might relate to a theory that states that Yuri might have some form of ancestral connection to a supposed younger sibling / cousin that Mari had before they died violently that pushed her into trauma (due to Yuri and that sibling in question looks quite similar to each other)). these butterflies also might represent the soul (s) of the deceased beloved ones that Mari loves (specificially her supposed sibling / cousin; but can be extended to people such as her grandparents, great-grandparents (if she ever had such bonds with them and if they actually died before the game's events)). Also Yuri seems to be a recurring motif in her dreams, with Yuri-like NPCs appearing at different locations in her Dream World, or butterflies similar in design to the butterflies in the thumbnail (that design of butterflies are considered to be associated with Yuri (and also Yuyuko in the mainline Touhou fanbase)) appearing in some areas' designs, hinting that Yuri might represent something of the personification of Mari's grief of losing her loved ones, and the reason why she appears in Mari's dreams is maybe to comfort her of her grief, telling that since her loved ones lead good lives, they now live in harmony in Heaven.

For the header, I just designed it out of random, I picked some of Krita's brushes and slammed out this thing: A somewhat dreamy background, with hearts and butterfly-like shapes. These shapes might represent her love for the ones that she loved, but have died (the hearts representing love, while the butterfly-like shapes are meant to represent souls of the dead (the same as the thumbnail)). Also, Mari's dreams seems to have some motifs of death, losing the loved ones, and bodily injuries, implying that Mari might have lost some relatives in accidents that involve bodily injuries and / or by natural causes, she had witness their deaths, and / or she has suffered from bodily injuries herself, or even more extreme, she has narrowly survived death from these injuries once.

Anyway, I hope you enjoy the designs of my new header and thumbnail!

Good night~