That is indeed a studio. I think it was called Metropolis Studios or something.
And they actually filmed the main parts of Headlong in Nov. 1990. Brian filmed additional balcony parts in April 1991, so the Queen Fan Club is actually right on both counts.
Some scenes were filmed in the studio in November 1990
The microphone has a vest and Freddie in December 1990
As members of the lies and Freddie has the tie was back in November 1990
Freddie in yellow sweater is made ??in March or April 1991