css .active dropdown selects all links

It does this because you’ve told it to. li.active a means “all a tags that are descendants of li tags with the active class”, and submenus in WordPress are structured like this:

<ul>
    <li>
        <a href="#"></a>
        <ul>
            <li>
                <a href="#"></a>
            </li>
        </ul>
    </li>
</ul>

So the li for any menu item with a submenu also contains all the a tags for links in those submenus.

To only the first link inside a menu item you need to use the child selector:

.header ul li.active > a {}