Thanks for reaching out! It sounds like there are two answer segments to your question.
In regards to demand and buying partners industry wide, they do place a particular focus on brand and category safety. Integral ad science - one of the most widely used brand safety tools - scores liquor sites fairly low in the alcohol category. Given that many of our partners use score thresholds for content categories to filter inventory before bidding, the available demand becomes more limited thus impacting CPM’s and fill rates.
With that said, however transitioning from standard display/waterfall to header bidding will have a drastic impact on fill rates and CPM’s, particularly in the early stages of implementation. With industry standards ranging from 1%-10% fill rates, it sounds like there are certainly optimization opportunities to discuss with your Account Manager and Support Engineer but it is not uncommon to see the percentages that you are, particularly depending upon your overall partner setup. More partners will generally result in lower fill rates. The key is to compare yield between all partners within the header bidding auction.