I went to new college recently and saw a statue of Saint Cuthbert with someone’s head in his arms. The only thing I found that might have been related was the fact he served in the army. However, it doesn’t say that he beheaded anyone and no art or other statues that I’ve found shows he has either.
Not an expert on this topic at all, but I enjoy trivia about saints and I happen to have visited Durham Cathedral where Cuthbert is buried and where this is explained. I am sure somebody could write a more in depht reply about the two saints, but just a quick answer to your question: the head is that of king Oswald of Northumbria, who was a saint on his own right. He was killed and beheaded after losing a battle against pagan Mercians, and the Christians decided to inter his severed head with the body of Cuthbert. So, even though the two saints never met in life, in death they became associated with each other. Holding a severed head with a crown, i.e. head of poor Oswald, is a common attribute of Cuthbert.