Cold calling vs. headhunters

I'm in a niche role within equities at a BB firm and due to issues with my boss, am highly motivated to change jobs. Over the last couple months, I've met several headhunters but find that they basically don't understand my role properly, or just want to extract information from me. I've been to a couple informational interviews arranged by these people, but they were not with the right hiring manager or with firms I am particularly interested in. After wasting a lot of time, I'm inclined to just contact prospective hiring managers directly (through Bloomberg or email), but at the same time I'm worried about burning an opportunity at a target firm through an inappropriate approach, or word getting around that i'm an active job seeker. Any advice on the way to go about this? If I contact people via email, will I get a better response if I use my work address?