Done! The header band is completely woven. It's just a smidgen shy of 72" long, incorporating 1660 warp ends: 828 loops plus four thicker ends for reinforced selvedges.
The yarn behaved very well. It's really strong but fine, smooth instead of hairy. I did not have any breakages, fewer than six tangles, and no knots that I could detect in the entire warping process.
That is one very big pile of yarn, over 13 ounces worth. Many of the bundles have unchained themselves most of the way due to that lovely smooth texture. It's really kind of a tangly mess right now. But I'm very excited and at the same time even more scared. The project is a little more real now.
Next step will be to secure it to the loom.