Durarara!! Episode 4 -

There are heavy hints that Shinra might know more about the head’s whereabouts than he lets on, possibly even working behind Celty’s back to keep her from finding it.

You can find more detailed breakdowns on the Durarara!! Wiki or join the discussion with other fans on Reddit’s anime community . Durarara!! Episode 4

Many fans view Celty’s missing head as a metaphor for her lost past or fate. There are heavy hints that Shinra might know