I assume the sergeant model is the one that's kneeling with the weird arm holding the gun and the other with a kind of boxing glove on it, if I am right then the two head options for it are in the bag with the main body. As far as I can guess the rest are optional except for the weapons.
I have the sergeant in a specific bag inside the Corporation figures' bag. It contains the body, weapon arm, glove arm and a head (same as the one on the left on sprues). In the main bag there's a lone head different from others. I too think this head is for the sergeant even if it's not in the specific bag.