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I try to put italic text at the header - at the body of the document it's works fine, but at the header I can't see the italic font.

Here is MWE:

    % Preview source code



%% LyX 2.3.2-2 created this file.  For more info, see http://www.lyx.org/.

%% Do not edit unless you really know what you are doing.

documentclass[a4paper,english,hebrew,numbers=noenddot]{scrartcl}

usepackage{fontspec}

usepackage{fancyhdr}

pagestyle{fancy}

setlength{parindent}{0bp}



makeatletter



%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% LyX specific LaTeX commands.

pdfpageheightpaperheight

pdfpagewidthpaperwidth





%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.

newfontfamilyhebrewfont[Script=Hebrew]{David CLM}

newfontfamilyhebrewfonttt[Script=Hebrew]{Miriam Mono CLM}

newfontfamilyhebrewfontsf[Script=Hebrew]{Simple CLM}

AtBeginDocument{

renewcommandfootnoterule{%

  kern -3pt

  hbox to textwidth{hfillvrule height 0.4pt width .4textwidth}

  kern 2.6pt

}}

renewcommand{labelenumii}{labelenumiarabic{enumii}.}

lhead{aaemph{aa}}



makeatother



usepackage{polyglossia}

setdefaultlanguage{hebrew}

setotherlanguage{english}

begin{document}

begin{english}[variant=american]%

aaemph{aa}

end{english}%



end{document}

The output is:

Do you know how can I fix it?

Thank you!

For some reason, David CLM does not seem to contain Latin glyphs with an Italic shape. As an additional oddity Miriam Mono CLM slants in the opposite way to the other two fonts.

In your question, you have set the default language to Hebrew and the default font to David CLM. So this is what you get in your header. If you want English in your header and the default English font of Latin Modern Roman, you could use: lhead{textenglish{aaemph{aa}}}, but then you won't get Hebrew if you want it of course.

Also, note that scrartcl gives a warning not to use fancyhdr with this class. KOMA-Script has its own way of customising headers and footers.

Have a look at this test to see what is going on:

documentclass{article}

usepackage{polyglossia}

setdefaultlanguage{hebrew}

newfontfamilyhebrewfont{David CLM}[Script=Hebrew]

newfontfamilyhebrewfonttt{Miriam Mono CLM}[Script=Hebrew]

newfontfamilyhebrewfontsf{Simple CLM}[Script=Hebrew]

begin{document}

LR{David CLM}

medskip



עברית LR{Latin (Upright)}



{itshape עברית LR{Latin (Italic)}}



{bfseries עברית LR{Latin (Bold)}}



{bfseriesitshape עברית LR{Latin (Bold Italic)}}



bigskip

sffamily

LR{Simple CLM}

medskip



עברית LR{Latin (Upright)}



{itshape עברית LR{Latin (Italic)}}



{bfseries עברית LR{Latin (Bold)}}



{bfseriesitshape עברית LR{Latin (Bold Italic)}}



bigskip

ttfamily

LR{Miriam Mono CLM}

medskip



עברית LR{Latin (Upright)}



{itshape עברית LR{Latin (Italic)}}



{bfseries עברית LR{Latin (Bold)}}



{bfseriesitshape עברית LR{Latin (Bold Italic)}}

end{document}

Try this:

lhead{textit{aaemph{aa}}}

textit is to command to put text in italic.

I've compiled using your source code. The solution is:
you can change the family font using in header.

a) try this line:

lhead{textrm{ aaemph{aa}}}

the textrm is to set serif (roman).

b) you can use textsf to set sans serif family, try this line:

lhead{textrm{ aaemph{aa}}}

c) you can use texttt to set typewriter (monospace) family, try this line:

lhead{texttt{ aaemph{aa}}}