Whenever there is a big change in the types of foods you eat, the body can react with either constipation or diarrhea. The nice thing (if there is a nice thing about either one) is that the remedy is the same....more fiber. You can use plain psyllium husks in water (0 carbs, lots of fiber) but some people find the taste and/or texture objectionable. There are also fiber caplets that would do the job just fine. Beware of fiber supplements that contain sugar such as Metamucil...read the package carefully before you buy it or take it.
As for the headache, if you are going low carb and giving up caffeine, the headache can hang around for a while but another thing to check is whether or not you are drinking enough water. Dehdration can also give you a headache.
Hope you're feeling better on all fronts soon!