Using Elementors Site Settings > Typography styling option lets you style the headings used in your theme, but by default not on Elementor designed pages themselves
If you want them to apply to most of Elementor’s elements and widgets as well, you will need to disable Elementor’s default colors and fonts by going to Elementor > Settings and enabling “Disable Default Colors and Disable Default Fonts”.
The catch though is it will apply to all colours, which may not be what you want!
Feel free to comment if you can add help to this page or point out issues and solutions you have found. I do not provide support on this site, if you need help with a problem head over to stack overflow.