Actually, I tried writing a heading with an accented character and was able to embed it, so there must be something more to it. 
Oh, I see you have one that works too. Strange!
I see that the one that works for you has no punctuation (# or .) but I am able to embed with those too.
Did you copy-paste the heading text from elsewhere? Maybe there’s a hidden character causing a problem. You could try rewriting one of the broken ones manually and deleting the original heading.