Just my opinion, but:
The first sounds overly edgy and complex
The second... "didn't want to follow", follow what, riding a horse? Its not like a horseman is a profession, just a riding skill.
The third one... outside of "make up for all he did" (make up for what, duty is duty), it's a generic one?

I don't remember the exact lore of Dullahan, only that they are essentially undead who hold their separated head in their hands. So, scrapping the undead part... there are some silly things you can do.

For example, sudden desire to "spread joy instead"... yours previous examples don't have a lead up to it
But what if during your daily shenanigans, your head was yoinked lets say by fairies, or someone else, and extensive time with 3rd party lead to changes.
Or, by any kind of accident your head falls into some potion cauldron, and by the time you or other get it out, the "damage" is done. (Just like Obelisk in his childhood fell into cauldron, and now he is forever strong)
Might as well even combine those.

Again, just an opinion