Are you going to mod an existing headlamp? If so, may I ask which one? Or are you designing your own headlamp casing?
If you are set on XM-L2 LEDs and a 7.4V battery you will need a buck driver . XM-L2s are 3.7V LEDs, feed 7.4V to them and they will burn. Because you want to control them individually you can’t wire the LEDs in series.
The driver you linked to on Ebay appears to be a buck driver, not sure though, I don’t have any experience with buck drivers. It looks like it can receive an external PWM source so maybe you can use one of these drivers per LED and control brightness from your Arduino?
I’ve made a few dual LED channel headlight driver boards myself but they are not buck drivers. I use 3.7V batter for XM-L LEDs and 7.4V (two 3.7V batteries in series) for MT-G2 LED: