Ah, there is a problem on target:
root@cubietruck:/usr/src/linux-headers-4.3.3-sunxi# make headers_check
CHK include/generated/uapi/linux/version.h
HOSTCC scripts/basic/fixdep
scripts/basic/fixdep.c:106:23: fatal error: sys/types.h: No such file or directory
#include <sys/types.h>
^
compilation terminated.
scripts/Makefile.host:91: recipe for target 'scripts/basic/fixdep' failed
make[1]: *** [scripts/basic/fixdep] Error 1
Makefile:439: recipe for target 'scripts_basic' failed
make: *** [scripts_basic] Error 2