How do you display custom Contact fields in Membership reports?
If you can open the report file from your codebase, you can add the entity name to the _customGroupExtends variable array initialized at the top of the file of almost every report in CiviCRM.

protected $_customGroupExtends = array('Contact');


The above line will include all contact custom set in your report. You can add Individual, Membership to display custom group extending these entities too.

To see which file is used for the report, you can refresh the result to get a Developer tab which contains the class name used to display the result.



So the file which is used in above report is - 

/path_to_civicrm/CRM/Report/Form/Member/Detail.php