No, mules, llama's, husk and silferfish do -not- drop a head.
Donkey and Horses do! (My collection is now complete btw)
The 3th missing horse head was another version of the creme colored horse head, only the eyes and ears are different, Ironboundred himself showed me.
All the time I heard stories about a black or dark brown head.
About 1 hour after he showed me, and killing many many horse I got this slightly different head!
I'm glad it's over... Maybe when the borders expand the Vex and Evoker will be an option.. but I don't think so. Low dropchance and rare Mansions... Even with pretty much ocean monuments it's almost impossible to get an elder guardian head.
Everyone is welcome to visit!