Some theme settings won't show until you're viewing the page in the theme editor preview window to which they relate - product, collection, article and blog settings all fall into this category. Be sure to navigate to the page you want to edit, to see the options available in the left sidebar of the theme customizer!
Collection specific header images
Tip: If you do this, you will need to upload an image for every collection on your store, or it will encounter missing-file errors.
Blog pages - featured products
If you add a link to a product, anywhere in a blog article, a visible product image and link block will be automatically added to your article page, at the end of the article.