clarification re: Laura (SPOILERS)

Some people have said here that Laura's body was dumped without her head. I couldn't tell from the DVD I watched (small screen, it just wasn't clear).

while beheading seems to be a theme in this movie, my question is: if her body was headless, does that mean that she was in a snuff film like Javuer Bardem's character described to the Counselor? Is that what the DVD was that was sent to the Counselor at the end, and why he was so upset? TIA