Headlesscross farm is probably still there, the area is practically unchanged and is very rural, historically it was probably as Forfarian rightly states, in the parish of Cambusnethan.
However there was a boundary change around 1895? and it then became part of Shotts parish.
There are certainly Brownlie's of Headlesscross interred in the parish burial ground of Cambusnethan.
There used to be a chap by the name of Alex Steele who was researching this same family, he lived in Shotts but I don't know if he's still alive now. Do a search of the archives on this List and you should find some information.