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I have a document with multi-level numbered headers that are set in bold small caps. The numbers are separated from the text by 2 picas.

As far as I know, small caps should have increased tracking. Do I need to use the same increased tracking for numbers as well?

Normal tracking:

enter image description here

Increased tracking:

enter image description here

Increased tracking for text, normal tracking for number:

enter image description here

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No, you do not need to use the same tracking for both the numbers and the letters. You are in charge of making things look "right" and be usable. There are no really hard rules. Consistency is a good goal, but these pieces are distinct and if using different tracking serves your end goal (making things look "good" and usable) then do it. The first and third examples that you show both look good to me.

Side note: the kerning between the C and R of "Increased" and F and O of "for" look a pixel too wide in the second and third examples. I might investigate possibly remedying that somehow if you can

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