I'll mention I don't know why this is a 2v1, and it feels like OP made it this way so that both the Beheaded and the TV only character could have a win, since they were created by them and this matchup was amde about 3 days after the profiles were published
Regardless of that, I believe the Beheaded's skills, based on what the profile say, is not nearly near Dante's own skill. The profiles mentions them being able to use any type of weapon, but it only mentions 2, a Frying Pan and a Knife. The Profile also mentions how him clearing the castle full of guards was likely due to his Immortality, which doesn't help the Beheaded's case a lot.
Dante has shown to be skilled enough to fight against Cavaliere and a bunch of other demons at the same time without being hit by them, which is more then what the Beheaded has shown based on his profile. Nobody knows about each other's powers, Dante wouldn't expect about the Beheaded's Immortality nor would he try to kill Laure.
Dante has some decent range with his guns, but given he's in his DT he would likely break them much earlier then his base so they might not be that useful here. Dante's Rebellion is longer then Laure's sword and all of the Beheaded's weapons, Dante has a slightly bigger LS so he would have the light advantage on sword fights with that and his skills, neither of them seem bad weapon fighters but given how their skills are not exactly mind blowing I'm sure Dante would be able to keep them at bay.
Dante has regen, but it seems both the Beheaded and Laure go for the head from the little I saw so it might not even be a factor here, the Beheaded's Immortality is basically just extra lifes so that just increases the amount of time Dante has to kill him, which I do believe he would try to. He also has the AP advantage, which would help in knocking out Laure and dealing with the Beheaded
Overall, I would give this to Dante more often then not, the initial 2v1 is probably the hardest part for Dante, but I do believe he would be able to kill the Beheaded once and, after figuring out his Immortality, he would deal with either Laure or the Beheaded as fast as possible, eventually making it a 1v1 which I believe he wins it easily due to showing better skill feats then either of them.
TLDR: Dante should win this due to his skill, range, LS and AP advantage