I suspect your last heading box is being constructed after your text finishes making the multicol boxes, so you're out of the scope of your change. It goes back to the old value.
You'd probably do well to add the fancyhdr package and use it. I believe it's well-behaved in multicolumn.
Okay, so it's almost certainly the scope thing. You're doing the adjustwidth in your new multi
environment. When your text runs out in the multi envirnment, you haven't filled the last page; headers aren't set up until the page is filled. So your mutlti environment finishes the box, you leave the scope, and THEN the page is finished and emitted. Using the old width.
Set the header width and parameters outside the environment.