I've done the PB for almost 3 weeks now, so I am by no means any sort of expert. However, when I started I felt much as you describe, the headaches and exhaustion. The advice I got here was to eat fat. It went against my conventional wisdom, but I did it. I nice juicy burger with no bun helped me. I also added some full fat yogurt with a little honey. Now I feel fine all the time and rarely eat the yogurt.
One newb to another, my advice is to see the big picture and do not allow yourself to get in a hurry. Focus on eating better and allow yourself to grow into this; the weight will come off.