add_theme_support( ‘custom-header’ ) does not add option menu in dashboard

From Codex:

If attached to a hook, it must be after_setup_theme. The init hook may
be too late for some features.

Try this

if ( ! function_exists( 'mytheme_setup' ) ):
    function mytheme_setup() {
    add_theme_support( 'custom-header' );
    }
endif;
add_action( 'after_setup_theme', 'mytheme_setup' );

If you use Toolbox Theme, find in functions.php

function toolbox_setup() {

and add inside this function

add_theme_support('custom-header');

Links – Add Theme Support, Custom Headers