My guess is that it should be possible to construct such a running header.
The running header 'borrows' its text (not the number) from the styled paragraph, But in itself, it's also a style which requires a numbering scheme. If set up correctly, it should be mimicking the same levels and numbering like the heading style does. So you have to do such a setup twice ! And you need a Character Style if you want to format the number differently from the text. Does this help ?