Strict-Transport-Security tells browsers to use HTTPS only. Content-Security-Policy lists where scripts and other resources may load from. X-Frame-Options or frame-ancestors stops other sites embedding yours. X-Content-Type-Options: nosniff stops browsers guessing file types. Referrer-Policy and Permissions-Policy limit what the page shares and which browser features it may use.
Adding a strict Content-Security-Policy can break a site, so start with a Report-Only policy and tighten it from the reports.