Why are blog Grid Links H3 and List Links H2?

you can use as many h2 and h3 etc as you like.
If you want the weighting in the sense of SEO to be different, then you can either use the filter: avf_customize_heading_settings
see here some explanations to it:

https://kriesi.at/support/topic/timeline-milestone-h2-and-h3-tags-how-can-i-delete/#post-1098165
and following answers. ( or see github : Link )

or use one nice thing i use when i want to replace only the tags of an existing structure.
This is a generally usable thing : https://kriesi.at/support/topic/widget-tags-remove-h3/#post-1016049

in your case this comes to child-theme functions.php:

function replace_tags_with_tags(){
?>
<script>
  (function($) {       
      function replaceElementTag(targetSelector, newTagString) {
        $(targetSelector).each(function(){
          var newElem = $(newTagString, {html: $(this).html()});
          $.each(this.attributes, function() {
            newElem.attr(this.name, this.value);
          });
          $(this).replaceWith(newElem);
        });
      }
      replaceElementTag('h3.grid-entry-title', '<h2></h2>'); 
      replaceElementTag('h2.post-title', '<h3></h3>'); 
  }(jQuery)); 
</script>
<?php
}
add_action('wp_footer', 'replace_tags_with_tags');

by the way the other method is elegant too and changes the standard settings before it they are built.

but it is not so easy to get the right code