It's magic!!
My guess is that in the beginning the glove and sleeve holding the pole are hollow and his arm is inside his robes holding and manipulating the 2nd head. It's still that way when he get's off the platform. At one point he turns his back to the audience and I think at that point he gets the real hand onto the pole.
The headless part is the classic black hood, which doesn't show up under black light like the rest of the costume.
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