Your process consists of two steps. Until both of them are complete it can not be said as completed. That means, the final click on Done completes the process. In that case, if user goes back to the first step, the header should not change.
User is still in the process of creating it. What happens if user abandons it on the second step? Are you saving the first step and allowing user to start from the second step directly at a later point of time? In such case, are you willing to split the flow into two different modules?
A wizard is used when there are dependent steps which users do one after the other. Hence, until all steps are completed you can not say process is completed.
Save and next should be used when the form is big and users are not expected to finish the entire process in one sitting. If you have few fields, you should check if you can just put next and complete the operation in one sitting.
Even if the form is big and you are going to provide save, does that mean the first screen contents are usable somewhere else in the system even before the next screen is filled? If yes, it should not be a wizard. If not then header title should not change, as the operation is still incomplete.