If a creature such as a zombie in the Crater Lake Chronicles for Deadlands : the Weird West (using Savage Worlds Adventure Edition) is described as only being harmed by a headshot, would an area effect like a grenade or stick of dynamite count as a headshot for this purpose? I would think so, but maybe there is a more nuanced answer.
Unless a Called Shot is made, or an explicit special ability applies, damage is applied to the victim's Toughness, and Toughness is derived from torso armor. (Savage Worlds Core Rules, page 11)
Toughness is 2 plus half your hero’s Vigor, plus Armor (use the armor worn on his torso
Area effects (Core Rules, pages 97-98) do not change that.
This is supported by the publisher's Official Answers.
The damage from Area Effects is rolled like other standard attacks against Toughness, which assumes torso armor. FFF!
However area attacks can be really useful when fighting such monsters. The attack targets an area, not the occupants, ignoring Parry and numerous attack penalties (because the ground does not have the Dodge Edge). Using explosives to make a monster Shaken can be a useful and viable tactic, especially if it can be followed by a Called Shot.
You cannot call shots with AOE. So no throwing dynamite to make a Called Shot (Head).