The most common and most likely answer to this crossword clue is the 10 letter word SOUTHBOUND
I've seen this crossword clue in The Guardian
S
O
U
T
H
B
O
U
N
D
Buddy explains!

The straight part
We know that "heading for sunshine?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case heading for sunshine? = southbound.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does SOUTHBOUND mean?
SOUTHBOUND adjective- Which is (or will be) travelling south.
- Toward the south.