Correction, first it loads forum with no header, and then when i scroll down to end page, then it loads main menu and header.. 

I should imagine it is likely to be an issue with your WordPress theme. You could try – in the first instance – playing with the option settings at Integration > Page and permalink – Theme Display Options. You could also try turning on strict use of the WP API option. Remember to turn things back off again if it makes no difference.

If nothing helps I would recommend that you switch to a default Wp theme briefly just to see if that resolves it. This way we at least know the issue lies in your theme.

While Yoast SEO has often been a challenge to work with – we do have many, many users utilising it and SP together.

Hmm.. Seems that enabling “Force the strict use of WP API” does solves the problem. But how does that impact forum itself? What are the downsides of enabling that option? 

Thank you for your answer!

That option compiles the display in memory before sending it to the display in one go instead of building it up and echi’ing as it goes. Should be no noticeable effect.