How long at a time have you been tieing his head up? They'll almost always eventually learn to relax and hold their neck right, but it takes alot more time for some than others. He needs to be tied with his head up for at least a couple of hours a day, every day. It's not necessary just for showing, but he also needs to be able to stand relaxed with his head up while he's being clipped and fit. He needs to be ready to stand with his head up long enough to be fit and then shown, so he's got to be used to standing with his head up for 2 to 3 hours at a time.
Scratching his neck should help, and if he's still heavy headed then you may need to try the barbed chain and/or a clip in nose lead or even a ring.
Another little trick that helps smaller showman (once the calf learns to relax and hold his head up when tied to the fence) is to tie the calf's head up to something overhead like a strong tree limb or a bar across the top of a (open) gate, and have the youngster stand and hold the halter and scratch the calf. This'll give the calf the idea that the youngster can hold his head up, so it should be easier when they actually do.
