I was watching this film (watch it only after the first 7m 15 sec)...some really amazing stuff : https://www.youtube.com/watch?v=3k9hndUKzcs

I got the ''last-minute'' (fully upgraded) but I never get to see such effects (heads blowing up) when I use it with vats

ripping off a deathclaws head is just something I have never ever seen

is 'bloody-mess' the perk that gives these cool effects ?

I kind of doubt that is 'bloody-mess' as that would tend to blow up the whole body. Those are just head shots that are WAY above the target's hit points, and you can get them at any level and with any weapon - you just need to do enough damage to the head in one go. I suspect that the character being filmed has maxed rifleman and sandman, MacCready's perk, and is shooting from surprise. Those perks can easily push even a standard Gauss rifle above 2000 damage. (I did not listen to the sound on the video, so it's possible the author addresses these issues and I didn't hear it.)

I think bloody mess just 'splodes them into a gore-shower, and you're lucky if you can find an eyeball or something to loot afterwards.

Bloddy mess does exactly that, a mess, body parts flying everywhere. Before getting the perk, I was ony able to blow up only a limb or the head. Now whole body explodes.