"Headed" can mean "pointed in a particular direction," so it suffices as a shorthand way of implying that those units are also heading that way. Heading is the active participle, equivalent to moving. Although the words are not precisely synonymous, they are used interchangeably because of the implication within the word headed. This is an example of the flexibility of the language.
The other sentences are different, because they are not referring to an ongoing process. "Heading your way" is an ongoing process of movement. "Don't get me started" means "don't cause me to HAVE BEGUN." Starting can't be used here because it is not an accomplished state. When you say, "don't get me started," you mean, "don't cause me to go from NOT doing something to DOING something." As in, "don't cause me to HAVE STARTED talking about that bridge that was built all wrong!" If you said, "don't get me starting," you would be saying, "don't get me into a state of continuously being IN THE PROCESS OF STARTING."