

Wow what a way to depict them! Also, “cephalophoric” sounds like the saints are part octopus 😅
The cephalophoric saints Felix, Regula and Exuperantius (patron saints of Zurich), holding their attributes, their severed heads, before Christ, 1506, Zürcher Veilchenmeister. (Schweizerisches Nationalmuseum, Zürich)
The idea behind such a depiction is that those saints were killed when their heads were cut off. So it was decided that they would be honoured to be traditionally presented like that in painting. There are no less than 134 such saints.
No one can answer this question with anything but speculation. If you enjoy the speculation that’s fine, but just remember that no one here has a crystal ball and what they say is just a guess rooted in their own biases and lifestyle, no matter how well thought out it sounds.