Pamela,
I have a question - just what is meant by "headlining"?
Co-headlining could mean a couple of different things; it depends on how they decide to handle it.
One option is that one person opens the show, sing several songs, then the other person would come out and do several songs. They would alternate short sets. The headliner would be the person who closes the show.
Another option is that the show is in two parts. Say Kelly would open the show and do her entire set. Then, there would be an intermission. Then Clay would come out and do his entire set and close the show. Another night it would be vice versa.
I have a feeling this is what they will do; but I wish it would be the other option.
Honestly, I think whatever they do, Clay and Kelly should sing a song together at the end of the show. It would be a good way to keep everyone in their seats for the duration.