1&2) This is a thinner shadow, using the red color rgba, also using a 0.1 opacity to make it transparent. Please add this to Theme Options => Custom CSS:
.header-shadow #header-section #header,
body[class*="header-naked"].header-shadow #header-section .is-sticky #header,
.header-shadow .header-wrap .header-6, .header-shadow #header-section.header-2 #main-nav {
-moz-box-shadow: 0 0px 2px rgba(197, 0, 0, 0.1) !important;
-webkit-box-shadow: 0 0px 2px rgba(197, 0, 0, 0.1) !important;
box-shadow: 0 1px 5px rgba(197, 0, 0, 0.1) !important;
}
3) Please add this to Theme Options => Custom CSS:
.home .header-shadow #header-section #header {
-moz-box-shadow: none !important;
-webkit-box-shadow: none !important;
box-shadow: none !important;
}