How to put custom HTML into Yii2 GridView header?

I already answered that here.

To achieve that, use header property instead of label:

[
    'attribute' => 'act',
    'format' => 'raw',
    'header' => '<abbr title="Area Coordinating Team">ACT</abbr>',
    'value' => function ($model) {
        return '<span class="fa fa-thumbs-up text-green"></span>';
    },
],

That way HTML content won't be encoded.

Official docs:

• $header

Use: 'encodeLabel' => false,

[
  'attribute'=>'act',
  'format'=>'raw',
  'label'=>'<abbr title="Area Coordinating Team">ACT</abbr>',
  'encodeLabel' => false,
  'value'=>function($model){
      return '<span class="fa fa-thumbs-up text-green"></span>';
  }
],