I’ve been shopping for a new car and a lot of the new headrests tilt forward and are uncomfortable. Is there an after-market company that makes interchangable headrests? I’m sure other short women have the same problem

 I doubt if your car has headrest.  Likely you are looking at a head restraint safety device.  There may be ways of adjusting them for more comfort, and it may be possible to raise the seat to increase comfort.

Unfortunately these are now common. I don’t know of anyone building replacements, they’d risk major lawsuits if a buyer had an injury in an accident.

Both of the preceding replies are correct.
I suggest that you recline the seatback a bit more than you are used to, as this will cause the head restraint to be further from the back of your head and neck. This will also be somewhat less safe, but if the head restraint really bothers you, this is the only effective solution that I know of.