Simple Issue: Put a side head on the body pages
The master page looks like this:
It still looks like this:
Additionally, one has to switch to the Column Layout and check again 'Room for Side Heads':
Why this double work? Is it a bug?
Changing the sequence will do it in one step: 1. Check 'Room for Side Heads' in the Column Layout. 2. The master page has been changed automatically!
What did I miss?
The relationship between text frames and flows can be a bit tricky to understand. Every text frame is associated with a flow. A flow cannot exist without a text frame. A text frame is one particular area on an individual page, but a flow can occupy multiple text frames on one page or a number of pages. The catch is that no matter how many frames it occupies, an entire flow either has side heads or it doesn't--as you edit content, you don't know whether it will flow to a different text frame. Hence if the flow has enabled side heads and parts of it wind up using master pages on which the text frame for Flow A or whatever flow you are using don't have side heads, the corresponding body pages will all have side heads. Even if a flow is hundreds of pages long and contains only one side head, all text frames have room for side heads because you may need another one in the future and the existing one might move to another page as you add or remove content before it.
Put more simply, the "double work" is necessary because that's the way FM works.
I've found that adding the sidehead by remaining on the body pages and choosing Format > Page Layout > Column Layout is quicker and more effective.
You are right that Format > Page Layout > Column Layout from the body pages is often effective. It applies only to the main flow so that if you have more than one flow (for example, if you are working with a bilingual document), you will still have to set other flows yourself. It does update the default master pages (Right in a single-sided document, Left and Right in a double-sided document) as well as the body pages. If you have custom master pages that you want to update, you'll still need to update them.
Furthermore, where the Dimensions page of the Text Frame Properties (object properties for a text frame) dialog box uses Top, Left, Width, and Height properties, Column Layout has fields for the Top, Bottom, Left, and Right margins. It can be confusing to specify the Right margin instead of the Width and the Bottom margin instead of the Height.
I agree with Matt. The only reason to change the master page template frame directly as you show in the first screen shot—as far as I am concerned—is if you have already customized the running head positions on the master. Any adjustments via Format > Page Layout > Column Layout will realign the running heads to their default positions.