I think you have to put the corresponding relative path by using Razor Url helper.
Try this:
@Url.Content("~/folder/anotherfolder/header.html")
So the complete header should be something like this:
<header class="bg-dark" data-load="@Url.Content("~/folder/anotherfolder/header.html")"></header>
I hope It helps.
SoFarSoGood!