Ok, I continued the test run. Now the movie is at the beginning of Stair Wars.
I actually managed to kill Wooden Dresser before the ballerina dress (with a lot of luck and tries). I will comment everything later, first the movie file:
http://dehacked.2y.net/microstorage.php/info/3427/Dynamite%20Headdy%20by%20Emu%20%28UE%29%20%5Bc%5D%5B%21%5D.gmv
btw: I hope, Trusk didn't start yet, because I found an improved general strategy for some hangmans and possible improvement for Mad Dog. More soon… :)
EDIT:
Now, the comments:
General:
Hangman: There are several hangmans, which must be used to proceed, but don't give the perfect boost in the direction you need (for example when you first have to pull them to you, or to reach higher platforms). But when passing the hangman You can often grab him from many direction (example: you pull yourself up with a hangman, then when you can shoot again, you shoot down-left -> head grabs hangman from top right while the body is below the hangman -> Headdy gets pulled right and up). I did not use this in Toys in the Hood. So I guess some more frames can be saved.
Mad Dog: In my run, before he jumps up, I jump, too, but don't shoot because Mad Dog would be out of reach. However, some seconds before I walk for some frames. Maybe the jumping (which means jumping whenever Headdy lands) can be started some frames earlier, thus be able to hit him one more time. Not tested, just an assumption.
Luck manipulation:
As far as I could figure it out, frame number and jumping with shooting upwards manipulate luck (amongst others).
The run:
Clothes encounter:
As seen in the movie, Wooden Dresser can be destroyed before the ballerina dress. However, it is not easy to pull off (I hit her the last possible frame). Like the final shot in Backstage Battle, the shot for the dragon head (I assume it is this shot) needs to be at the right moment, not the earliest moment. Maybe the heart has to become vulnerable, when she starts to make the walking animation.
Other things to mention:
To shoot clothing off, beau first has to point at them. It seems, that the first one can only be right foot or body (manipulated by shootjump). The order of the rest can be frame manipulated. The shorter the way for beau the faster it is.
Little guessing game: What rhythm do I knock before score calculation (hint: next level :) )
Terminate her too:
Not easy level. You have to think in advance, what point to reach to proceed (horizontal movement, vertical movement, shoot something, health calculation, etc…)
-The first damage taking saves only some two or three frames
-hitting poles early is more important than proceeding right
-bug: if you hit the last pole very early, the wheel bogs/sinks into the floor, thus sometimes being too low to jump off (seen in movie)
-on the second hangman the described strategy (see above) is used
-not running far one the edge of the screen seems to make Headcase appear 5 frames earlier
-I do not take the hammerhead, because it needs extra time and sometimes creates bad stairs, but there are many possibilities, so I'm not very sure
-like Arrow said: three Happy Campers are enough and manipulated tank to shoot straight first (jumpshooting)
-jumped on weird looking thing as seen in upthorn's movie
-not jumping for banana, because pit jump delays two frames and treatmill speeds Headdy up
Mad Mechs1:
-I use upthorn's route, since it seems to be the fastest, however, not at the last wheel, which actually costs me some 10 frames :)
-> I recommend his way
Mad Mechs2:
-also here, I use a similar route, but with slight variations. The blue crosses are the glitchiest things in the game that I encountered so far. They boost you to the screen edge and teleported me a half screen up, which does not help very much, since I needed horizontal speed at that moment :)
Heathernapped:
Arrrgh, … after uploading I realized, that I wasted some 80 frames, because I didn't cancel beau with start, but with C…
This will be changed in my next upload after defeating Spinderella
Summary:
Not an easy scene, thus not perfect, but hopefully helpful.
button, there should be a 
button.
If you press this button, you can change the text in posts that you made earlier. This way, you can add more information to posts, instead of having to post multiple times in a row.
Also, in responce to your question:
When uploading a new movie to dehacked's microstorage, the old one can still be accessed at its old URL. If you really want it deleted, you can probably ask dehacked to remove it.
