Ballance eventually went for six from 26 balls when a Trent Boult delivery clipped his pad and cannoned into off stump. Boult also forced Adam Lyth to defend on the back foot outside off to entice the edge.
Craig continued a fine test after struggling with the ball at Lord's. He supplemented two for 48 from 26 overs in the first innings with two for 23 from 17 overs in the second.
Those figures included seven maidens and 15 consecutive overs from the Kirkstall Lane end in the opening session, as his responsibility grew.
The territory is nothing new. He has bowled New Zealand to victory in three of his previous nine tests; on debut against the West Indies in Kingston, against Sri Lanka in Wellington and against Pakistan in Sharjah.
The decision to open with Craig was sound. McCullum was looking for him to hit the footmarks outside off stump for England's seven left-handers, and especially Cook, who appeared to have a GPS locator on his off stump to pace bowling across his last three innings.
With England four down, McCullum inserted himself at silly point when Ben Stokes, yes, the same Stokes who blasted the 85-ball fastest century at Lord's, emerged.
The captain was unflinching even when Craig dropped short and the all-rounder's backlift took a deep breath, tipping beyond the horizontal in prospect at drilling shots through McCullum's solar plexus.
Stokes reached 29 before Williamson, who had replaced Craig, had him caught behind from his fifth ball.
The catching of Williamson and Latham provided the other New Zealand highlights.
Williamson showed dexterity taking Ian Bell with two hands, low to his left for one.
Latham's effort at short leg, to remove local hero Joe Root for a duck second ball, was more unorthodox. Root hit the ball into what proved an adhesive sternum. Latham quickly clasped his hands around the gift. The Headingley crowd was silent.