I found an German soldier without a head on Their Land, Their Blood level. I'm fairly sure I've killed the man as I was just firing at that position. I was holding a MG42 gun that can cause dismemberment (doesn't equal to severed heads, only limbs - losing a head must be extremely rare).
This is my second playthrough of the campaign and I can't recall seeing something equivalent.
Heads constantly explode in separate zombies mode, the question is about the campaign.