While organized nested headings are a recommended technique (G141) of the 1.3.1 Info and Relationships guideline, it is not always possible to get it exact with dynamic layout builders like ours. If you want to improve your page, I might recommend switching your Banner heading to an h1. If you are comfortable with HTML, you can append the banner-heading class to the h1 like this:
<h1 class="banner-heading">Create Your Own Citizen Science Project</h1>
Then if you add a row above your gallery cards, you can add another <h2>Step-by-Step Instructions</h2>, which will improve page structure as your other headings are already h2s. Also, if you switch the sentence beginning with "Dr. Mustafa..." to an h3 rather than an h4, you will improve nesting.
I don't know why Wave isn't detecting page regions though. Typically, when I hear page regions, I assume that automated testing tools are looking for landmark roles and as you can see from this screenshot of the VoiceOver landmark roles menu, we have included landmark roles in Hub sites. (There are multiple labeled navigation menus, a main section of content, and a footer.)