Zane’s Mission or World Drop Heads
You can get these heads for Zane by competing (side) missions or they can randomly drop from any loot source. You can also get Heads & Skins from the slotmachine in Moxxi’s bar aboard Sanctuary 3.
Zane’s Heads from Crazy Earl
With Eredium you can buy Heads from Crazy Earl. He is in the hanger aboard Sanctuary 3.
Zane’s VIP Rewards
If you signed up for the Vault Insider Program you can earn points and redeem in-game loot.