Nothing special about a header bolt, except for the coating. As said above, corrosion can be a problem. The fastener needs to have a coating that can withstand the heat. Your average
zinc coated or galvanized fastener can't handle the heat.
This is one of the few places on a car that a split lock washer is appropriate. The split lock washer only works when the bolt comes loose, allowing the ends of the washer to spread. Since this area is subject to some dramatic temperature changes, you want a lock washer that will work despite expansion and contraction changes. That's why you find them on a Stage 8 (brand) header bolt.
I don't use header gaskets - too many failures. I only use high temp copper silicone. I make sure there is a good coating of it on the bolt threads, too. It acts like a heat resistant thread locker that's easy to remove.
In the 9 years or so I've been driving this car, I've never had a header bolt come loose.