Headless is a mini boss and you will find him near the Underbridge Valley Idol. Defeat him and earn multiple rewards.
You can kill headless by following the method down there.
How to defeat Headless:
You can kill the headless by using the combination of Phoenix’s Lilac Umbrella and the projected force skill.
This combination will let you perform damaging attacks with some Divine Confetti effects and it turns out as a very lethal attack.
Use your umbrella to block the attacks of headless and counter attacks after every block. Take advantage of his slow movement and attack his neck for the final deadly blow.