Welcome to the Forum, Ian!
Congrats on your success so far, man! That's awesome!
As for the headaches. Prior to starting to go Primal my wife and I did some crazy detox type program where we cut sugar and all completely. I used to drink a Monster Energy Drink every morning, a few Diet Cokes throughout the day, and another 2-3 Diet cokes with dinner.
Going cold turkey for me on the sugary stuff wasn't bad at all. My wife on the other hand, who didn't drink nearly as much sugar or caffeine as me, had a horrible time with headaches and we narrowed it down to her not drinking enough water and getting next to no sleep. On the days she made it a point to add another 8-16oz's of water she had a much easier time.
So I guess it's luck of the draw, but sleep and water will definitely help either way. Also you might want to think of the occasional fruit here and there. Natural sugar might help more with the headaches and still not be a horrible thing for you to eat.