For the missing script — just to confirm, are you using different themes on the sites that show it correctly? Normally it should be loaded by the standard WordPress function, wp_head(), so if the theme author did not include that, they may need to add it to the theme. You might be able to add it yourself if you’re working in a child theme, but it might add other scripts that they were loading through their own method instead.
You might be able to work around it temporarily, by adding a Wordfence function directly, but you’ll have to keep an eye on it if the theme author does eventually make wp_head() work properly, so that it doesn’t run twice. This should work if it’s inside the <head></head> section:
<?php if(method_exists('wordfence', 'wfLogHumanHeader') ) { wordfence::wfLogHumanHeader(); } ?>
(Exclude the php open/close tags, if already working in a section of php, of course.)
For the problem with the links on the Wordfence Options page, the theme author would need to fix that — it sounds like the theme doesn’t load templates like a typical WordPress theme, so I don’t think there is a way we can work around that. (They can look at a standard WP theme like “twentyfifteen” to see the typical way, if needed.)
-Matt R