It definitely works on 4.2.2 so it must be a glitch with the install. You could either add the missing column manually:
\IPS\Db::i()->addColumn( 'core_members', array(
'name' => 'ebsGlobalMessage_dismissed',
'type' => 'BIT',
'length' => 1,
'null' => FALSE,
'default' => 0,
'comment' => 'If 1, the user has dismissed the global message'
) );
or you could remove the drop statement from the uninstaller. Go to: yoursite/plugins/globalheadermessage/uninstall.php and remove / comment out the last line:
\IPS\Db::i()->dropColumn( 'core_members', 'ebsGlobalMessage_dismissed' );
then try again to uninstall and reinstall the plugin.