As I understand it, all those terms are correct. Pill box refers to small, round or box-shaped hats, that sit on top of the head. They are named for the decorative (and not child-safe) boxes that ladies used to keep their pills in. Millinery refers to a hand-made hat, made by a milliner, a person who made ladies accessories, especially hats. Feather headbands I think is a more modern way to describe them. You can also find a lot of them listed as Victorian hats or 1900s hats.