im going through the same thing at the moment, not getting headaches as such but then i get a lot of sinus pain so its hard to know whats what ! I am with you on the weight gain though, i also had put on 4 kgs in a few weeks, i haven't been great with my eating but haven't been much different to normal so who knows

i don't usually suffer spotting on the pill but i know its not unusual, are you going onto the nasal spray or injections next ?