The following provides a partial solution to your question - applying \theadfont
to each entry within \nline
- via \nheadline
:

\documentclass{article}
\usepackage{makecell,etoolbox}
\makeatletter
\newcommand{\nheadline}{%
\patchcmd{\@@@nline}% <cmd>
{& \Num}% <search>
{& \theadfont\Num}% <replace>
{}{}% <success><failure>
\theadfont\nline
}
\makeatother
\renewcommand\theadfont{\bfseries}
\begin{document}
\begin{tabular}{ r *{6}{l} }
& \nheadline{6} \\
& \nline{6} \\
\hline
a & & & I'd like to center the numbers above. & & & \\
b & & & (they should also be bold and footnotesize) & & & \\
c & foo bar & & like thead & & & baz \\
\end{tabular}
\end{document}
The problem with adding alignment is that you're required to use \multicolumn{1}{<align>}
for every element, which has to be the first entry within the cell that it's used. The following example defines \createheadline{<num>}
to create the appropriate headline combination that includes \multicolumn{1}{c}
with each header element. You can use it outside of the tabular
or (as I did) in the first cell that doesn't have anything else in it header-wise.

\documentclass{article}
\usepackage{makecell,multido}
\makeatletter
\newcommand{\headalign}{\multicolumn{1}{c}}
\newcommand{\createheadline}[1]{%
\def\@@@headline{}%
{%
\let\headalign\relax
\let\theadfont\relax
\multido{\i=1+1}{#1}{%
\edef\x{\noexpand\gdef\noexpand\@@@headline{\@@@headline & \headalign{\theadfont\i}}}\x%
}%
\expandafter\xdef\expandafter\@@@headline\expandafter{\expandafter\@gobble\@@@headline}%
}%
}
\newcommand{\setheadline}{\@@@headline}
\makeatother
\renewcommand\theadfont{\bfseries}
\begin{document}
\begin{tabular}{ r *{6}{l} }
\createheadline{6} & \setheadline \\
& \nline{6} \\
\hline
a & & & I'd like to center the numbers above. & & & \\
b & & & (they should also be bold and footnotesize) & & & \\
c & foo bar & & like thead & & & baz
\end{tabular}
\end{document}
\theadalign
would be difficult, but\theadfont
is doable.