It's directly in the editor on the "style" tab. You need to save as templates and start from those.
This allows you to have multiple newsletter designs at once :)
Takes a second to get used to but it's worth it
Joël C. The "Style" tab under "Design/Website Builder"? I used to be able to have different fonts, colors, sizes for each of the Header (H1, H2, H3, etc.) for my newsletter. Are we not able to change settings for individual header sizes now?