I've always done overhand and underhand grips with tricep exercises e.g. Push downs or skull crushers. I just don't know the technical differences between them. Does the supernated vs pronated forearm position change which heads are targeted. Is one better than the other?
It doesn't change anything. All heads of the triceps have the same insertion point on the elbow, the olecranon of the ulna, and that insertion point does not actually move with forearm rotation, which is a movement of the radius rather than the ulna.
You can test this yourself my feeling the bone at the point of your elbow while you rotate your hand. It doesn't move.
It's standard to use a pronated or neutral grip with triceps exercises just because it's easier to hold the bar or cable that way. Doing tricep pressdowns with a supinated grip would potentially make your grip the limiting factor instead of the target muscles.