These terms are used here quite a bit and often the context is something like 'the volume is about the same but I get (or lose) the headroom.' To me, you have preamp headroom that is set by how hard the pre is being driven, and you will retain that tonal signature at any volume level within the capability of the power section. And, you have the headroom of the power amp and that will always be tied directly to volume (barring attenuators). So, you want more clean headroom, assuming a clean pre signal, you need more power and greater volume capability comes with that. But make sure the preamp gain stages have headroom for the signal level you are sending first. Is there some other interpretation of the headroom term?
That's pretty much how I see it ... Complicated stuff really. When you consider the added presence when increasing power tube volume, and how that detroys or enhances the preamp tone and gain ... well, that's why I don't make amps, I just buy them.
I always thought "headroom" meant how big a signal could come in the amp and not be clipped (at whatever given volume you are playing). That seems related to volume because because at some point you have the power section being pushed hard enough to create the volume that it will start to be another limit on headroom. (e.g., illustrated by the difference between a 2xel84 amp compared to a 4x6L6 amp) I think that's basically the same as what you said too.
Actually, you pretty much hit the nail on the head. The need for more volume capability inlcudes all stops along the path, preamp, power, OT, speaker.
Part of the debate around how much power I, you, and the other guy needs, gets wrapped up in the headroom question, and somehow, like so many other things, we are not all on the same page.
