You could do either. I'd maybe take the coil out since you were having headaches or sx of something, if I'm remembering correctly? Maybe try a new coil with the new flavor to see if it was the flavor that was bugging you. Some coils I can rinse with sterile H20 and that helps with the flavor, you may get a watery hit or two, though, and I don't know much about that device's coils, but really you can save the unspent coil (I'd probably still rinse it, though it's not really necessary) and if you weren't having issues, I'd probably say just go ahead and let it vape through unless your flavor profile is something like banana to bacon or something that would produce unpleasant results when combined....
Anna
Anna