Is there an iPhone app that can make my headphones louder ?

Not sure of an app, but if using music app selecting Late Night EQ in settings can make some stuff in music app louder. It can also hurt some high quality music as it slightly levels everything on eq.

A better option if using Apple or Beats headphones you can go to Accessibility/ Audio & Visual/headphone accommodations and then turn it on and also do a custom set up to fine tune what you think sounds better with the headphones. You can set it to use for phone and/or media. When I turned it on and set it up music seemed louder on headphones. AirPods have a similar setting in main settings when paired.

For phone calls while connected to call (or just call yourself) if you pull up the Control Center menu a new icon shows that you can press and hold to pick voice isolation (or pick wide spectrum if phone and service supports it) which helps on calls. Selection should stay for future calls.

There is also something I have not used yet for Spatial Audio under settings/sounds & haptics to personalize Spatial Audio using your true depth camera (if phone has one), and right above this setting you could also make sure you have not accidentally reduced loud audio under headphone safety.