The study explores the complex volatile fraction of extra-virgin olive oil by combining high concentration-capacity headspace approaches with comprehensive two-dimensional gas chromatography, which is coupled with time of flight mass spectrometry. The static headspace techniques in this study are: (a) Solid-phase microextraction, with multi-polymer coating (SPME- Divinylbenzene/Carboxen/Polydimethylsiloxane), which is taken as the reference technique; (b) headspace sorptive extraction (HSSE) with either a single-material coating (polydimethylsiloxane—PDMS) or a dual-phase coating that combines PDMS/Carbopack and PDMS/EG (ethyleneglycol); (c) monolithic material sorptive extraction (MMSE), using octa-decyl silica combined with graphite carbon (ODS/CB); and dynamic headspace (d) with either PDMS foam, operating in partition mode, or Tenax TA™, operating in adsorption mode. The coverage of both targeted and untargeted 2D-peak-region features, which corresponds to detectable analytes, was examined, while concentration factors (CF) for a selection of informative analytes, including key-odorants and off-odors, and homolog-series relative ratios were calculated and the information capacity was discussed. The results highlighted the differences in concentration capacities, which were mainly caused by polymer-accumulation characteristics (sorptive/adsorptive materials) and its amount. The relative concentration capacity for homologues and potent odorants was also discussed, while headspace linearity and the relative distribution of analytes, as a function of different sampling amounts, was examined. This last point is of particular interest in quantitative studies where accurate data is needed to derive consistent conclusions.