End of the sentence: "heading" or "heading to"?
I did a Google search and I found both instances:
What's the difference between the two?
In answer to your question, it depends on whether is is the subject or object of the sentence.
The first sentence you give as an example has terrible grammar, so I am going to ignore it and demonstrate proper usage of a sentence ending in "heading to"
I have a speech to give at the theater, so that's where I'm heading to.
This uses preposition stranding, and could be rephrased as
I'm heading to the theater because I have a speech to give there.
Note that "I'm heading" is the subject and verb of the sentence, and "to" is the preposition which joins the object of the sentence "theater".
In your second example "Turkey or wherever I was heading" is the object of the sentence. "Turkey" and "wherever I was heading" are two separate nouns, together which are the places that the subject "I" would rather have extra days.
See also:
https://en.wikipedia.org/wiki/Subject-verb-object
What is the difference between "heading to" and "heading for"?