Every now and then my DAW gives me a volume shock.
Today, something happening in my volume keyframe automation and the volume went through the roof and gave my ears an unwanted decibel shock.
Too much of that and it can lead to some permanent damage.

Is there some kind of hardware volume limiter that sits inbetween my headphones and sound card to stop this happening?


(Also, there's a volume discrepancy between my DAW and Windows System. So I switch over to Youtube and I have to remember to turn down the volume otherwise I get another unwanted surprise.)

There are such devices, but I think I'd go with a headphone amplifier that has built-in limiting instead. It'll be about the same price, and you might find that the headphones perform better than with the amp included in your audio interface. Plus you can get one that has multiple outputs, which is handy when you're recording or collaborating with someone else.
 
Limiters, surprisingly, are not standard features on headphone amps. But they are pretty standard in headphone amps intended for in-ear monitors (IEMs), so that's where you'll want to look. Here's one I haven't used myself, but it's cheap (single channel). I don't know if you can adjust its limiter. But if you order it from Sweetwater and it doesn't suit your needs, you can return it. They're very good about that. 

If this is happening within your DAW, you might consider the free Ice9 Automute plugin (Put at end of signal chain):
 
http://www.cerberusaudio.com/Software/Products/Ice9/
 

I'm in the habit of removing my headphones between listenings. I just drop them to my shoulders and then start clicking around... and yes, because you can blow your ears out. 
40 years in audio has taught me to never turn anything on at full volume, Keep those levels down until you need them and turn them back down before pushing buttons or plugging things in or out. 
 
so save yourself some money and use common sense.  

i can't imagine listening to music so loud,
that it would hurt my ears...
 
clicks and stuff are not unusual,
but getting your gain structures in line BEFORE you monitor with cans,
seems more important than getting a limiter.
 
seems buying a hardware limiter and putting that in between your headphone amp and the interface would not be hard.