Header vs Fieldset

We have a data entry form. Picture

-H1 Data entry

-H2 primary details

-A bunch of fields like First name, Payment type, Date, Product code etc

-H2 Payment methods

-Split evenly button

-Add new payment method and rows with a payment type, amount, reference number column

And it goes on like that for other data entry rows. So our accessibility guy says those should all be fieldset legends so when they tab into a new grouping it is announced to the user and falls under a change of context that needs to be alerted. Visual studio points out that theres should be nothing in a fieldset but it seems to work fine if I do. Do visually impaired users not navigate in such a way that headers are missed?

Im fine to do it I just only ever see fieldset on stuff like survey forms with multiple radio buttons with their own labels.