As a child Headley lived in Accra, Gold Coast (now Ghana); Krumpendorf, Austria; Berlin, Germany; Warsaw, Poland; Westmalle, Belgium and Paris, France before his family settled in Chelsea in 1959.
Living in Chelsea in the 1960s, he formed The Sloane Squares,[REF] a beat group which played many venues across the capital, supporting John Lee Hooker, Jimi Hendrix, Pink Floyd, the Small Faces, Eric Clapton, Peter Frampton and others.