Hi Gath,
Please update to the latest version of Sellacious.
1. When I click on an item in the Sellacious module on the front page of the site I am not taken to the item but instead back to the Home page of the site. Which has a link of https://shedfarm.com/index.php/component/sellacious/?view=product&;p=P9V0S838&Itemid=200
This issue is due to sef URL as it adds Item Id to the urls which it redirects to home page. To solve this issue is , create a hidden menu item, name it Product or whatever you want (as it will be detail page alias), Select Single Product Type under Sellacious in menu options then saved it. i hope this will sort the issue.
When I then click 'Home' in the site menu from there, my header modules do not show up on my Home page. Very strange.
As i can see the header issue you are facing is because of template styles, you have selected different template style for home page and other style for rest of pages. And the header module which you are seeing after clicking any product is because the the module position is on that page template style not on home page template style
NOTE: After updating the Sellacious, Please check the module as we have introduced new options/features and bunch of new codes so you might have to update your overrides to match the queries.
Thank you