I thought setting the size of a unit spawned under a header is only doable in the attributs settings of the header using oUF-initialConfigFunction. But I accidently forgot to add that and used SetSize for the self object in the style function and it worked.
I have not tested spawning the header under the pressure of InCombatLockdown(). Maybe that is where things go wierd. Not sure.
Yeah, it blows up in combat. The style function is oUF is executed as insecure code in 4.x. There really isn't a way around it as we can't create frames from within the secure environment (which oUF-initialConfigFunction is being executed in).