Go to Yavin? Seriously? Not only will she have to fight through the hordes of Massassi, but she will have to face Exar Kun at the center of his power. I don't see Traya leaving Malachor. She isn't the type of persona that goes about killing whoever she wants. She's a manipulator. She'll send her servants to do it.
Now on the topic of Sion. Are we going to assume that he can come back to life after losing his head? That would be really really lame. And if he could come back, the best he could do is come back as a severed head. Now how useful is he going to be as a severed head?
Or what about the Massassi ripping him to shreds? I have never heard of Sion coming back from the loss of limbs (or his head).
About the beheaded thing, Sion was said to have cuts and fractures in every part of his body, including his neck, I doubt he can even be beheaded, if anything hel get cut, but his head wont be severed. Now beating him, or capturing him would be a completely different story.