Any of them will work fine, bicycles don't make high demands on grease and the headset is easily the least demanding part. I'd pick one of the ones with MoS2, but you'd be hard pressed to see any actual difference in performance even in wheel bearings.
Which of these types of grease, if any, would be recommended for headset bearings?
Multipurpose EP2 Lithium Grease
https://www.eurocarparts.com/ecp/p/car-accessories/car-maintenance-accessories/maintenance-fluids-and-greases/grease/?526770040&0&cc5_150
Multipurpose Moly Grease
https://www.eurocarparts.com/ecp/p/car-accessories/car-maintenance-accessories/maintenance-fluids-and-greases/grease/?526770080&0&cc5_150
Moly Grease with Molybdenum Disulphide
https://www.eurocarparts.com/ecp/p/car-accessories/car-maintenance-accessories/maintenance-fluids-and-greases/grease/?553996670&0&cc5_150