Hi sherbear, I hope you manage to stick with it. It can sometimes take a bit of trial and error to find a combination of kit and eliquid that works well for you. Your headaches could be a sign of too much nicotine. This could be to high a nic % or it could be too much juice (chain vaping). I've only been vaping 5 weeks, but in the first week or two, I was getting through 6 - 8 ml of juice per day, maybe more and suffering a bit of anxiety. I'm now getting through half that amount and things have calmed down.
Try lowering your nic %. If you find you're vaping even more, go back up again. As mentioned above, it's sometimes down to the changes you're going through. One thing I found that helped with juices I didn't like so much, was mixing it with menthol or mint juice. Assuming you like menthol, it's a strong flavour and can mask flavours you're not so keen on.
Best of luck and I hope you find a good balance soon.