ICR, the most common type of Li-ion battery isn’t unreasonably dangerous, even without a protection circuit. Overcharging, reverse-charging (as can happen through no fault of yours running them in series) or shorting them can lead to venting/explosion. Using a crappy charger can overcharge them, so don’t. Shorting is pretty easy to avoid. Running them in series is the biggest risk that’s hard to mitigate, but it shouldn’t be a problem if you keep pairs of quality batteries together so they age similarly.
Regarding your purchases, the headlamp is probably safe to use with good quality batteries (i.e. not the ones you bought). The charger is not safe to use at all. Your batteries are probably OK to use in single-cell applications, but I wouldn’t run them in series. Also, there’s no such thing as a 5000 mAh 18650.