I’d wager it’s the dreadnought, and it’s not particularly close.
The Breen ship absolutely dwarfs Federation HQ.
The Enterprise-J is huge, but I find fans often exaggerate its size even further.
When I tried to ballpark it looking at my starships poster they seemed like they might be about the same. But you could be right, the Breen Dreadnaught could be certainly be the bigger ship.
Either way, their dimensions are so different that I guess it would be pretty hard to determine which has the greater internal volume.
In the Star Trek Encyclopedia, 4th ed., vol. 1, p. 244, the Enterprise-J is identified as a Universe-class starship. The same reference book additionally described the ship as having an overall length of 3219 meters.
I can’t find a reference for the Breen Dreadnaught size though, not enough beta canon material for something so new. I can’t find a good source for Fed HQ size to compare either, just that it is actually a Pax class starship, but no size for those.