Suppose the following XAML defined window:
I think what you are trying to do is style a single GridViewColumn and its Header. So move the TemplateSelector from the ListView to the GridViewColumn definition:
<Grid>
<ListView ItemsSource="{Binding Source={StaticResource XmlData}, XPath='/Items/Item'}">
<ListView.View>
<GridView>
<GridViewColumn Width="Auto" CellTemplateSelector="{StaticResource TypeSelector}" HeaderTemplate="{StaticResource HeaderTemplate}"/>
</GridView>
</ListView.View>
</ListView>
</Grid>