By default Magento 2 themes Default and Luma do not implement header and footer to checkout layout.

To get header and footer to checkout open up view/frontend/layout/checkout_onestepcheckout_iosc.xml and change the layout type="checkout" to type="1column" and this will give you headers and footers to layout. 

You will find the file view/frontend/layout/checkout_onestepcheckout_iosc.xml  from OneStepCheckout  installation path (either under vendor/onestepcheckout/iosc/ or if installed to app folder then app/code/Onestepcheckout/Iosc/) and common practice is to move the file to theme scope before editing (so your changes are persisted trough upgrades)