.table-rounded-header {
    border-collapse: separate; /* clave */
    border-spacing: 0; /* sin huecos entre celdas */
    width: 100%;
}

    .table-rounded-header thead th {
        background: #25AAE1; /* tu azul del header */
        color: #fff;
        font-weight: 600;
        padding: .75rem 1rem;
        /* si el header es sticky, puedes dejarlo así: */
        position: sticky;
        top: 0;
        z-index: 1;
    }

        /* esquinas redondeadas */
        .table-rounded-header thead th:first-child {
            border-top-left-radius: 12px;
            border-bottom-left-radius: 12px;
        }

        .table-rounded-header thead th:last-child {
            border-top-right-radius: 12px;
            border-bottom-right-radius: 12px;
        }