I have an odd feeling (tried sitting down for a few moments, but it persisted) that course = HDG comes from our sailor brethren. Much of early aviation terminology passed over from the nautical fraternity.
IMHO, in today's modern era Rigpiggy has it. HDG is sometimes called, in old RAF speak, a Steer (ships again) is also a HDG, but a track is the line drawn on the ground by a vertical pointer extending from the a/c.