Breaker for 240V baseboard heater, do I need GFCI/AFCI?
You need to handle-tie those 2 breakers, boy howdy!  If you can't find an appropriate factory handle tie, use a 2-pole breaker.
You don't need to GFCI a 240V circuit; the only exception being if you're in NEC 2020 territory (about 4 states so far) AND the location is one that normally needs GFCI (garage, basement, kitchen, bathroom etc.)
AFCI protects the wiring from arcing, which can cause house fires. Unfortunately 2-pole AFCIs are scarce.  NEC is not in the habit of requiring use of products which do not exist in the marketplace, so you're in the clear on that.
However if you want it, you might get lucky with your panel's brand.  For instance GE's latest AFCIs do not need neutral wires and are specifically designed to be used in pairs with a handle-tie for 240V circuits and MWBCs.  But you can only use those in GE panels.
You cannot use brand X breakers in your panel, only your own brand, or Eaton CL, Eaton CHQ or Siemens QD which are UL-approved for competitor panels.  However none of those offer anything special in the AFCI space.