Too high density nicotine can be a culprit for headaches, but in most cases of OD you also have very queasy stomach, shakiness, ringing ears, dizziness, blurred vision, etc. May be you're an exception, or have minor symptoms you haven't really paid attention to.
Headaches can also occur from high blood pressure, I would check that, and dehydration, but also another thing to remember is that the "half-life" of nicotine in the system is about an hour, residual effects can take a few days for the body to excrete the metabolised nic.
So by temporarily stopping vaping, you should feel relief within an hour, if your headache doesn't diminish I would suspect other sources, rather than too high nic.
It can't hurt to "cut" your juice by 1/3, that would give you about a 12mg/ml level nic, considered a moderate amount. But 18mg juice is usually considered high, 24mg or above would be classed as extra high. I don't know how heavily you smoked, that would play a role in how high a density you need to sustain with vaping. Are you puffing too hard?? If your cheeks or jaws are painful, that could be the reason.
You may have a completely un-related symptom going on. Persistant headache is usually a signal to investigate further.
PG sensitivity could be involved, but those symptoms usually present themselves in the form of sore throat, dry hacking coughing, thickened mucous, wheezing, dry mouth, or yes headaches, even rashes or blistered skin and mouth sores. By doing the "cut" with VG, you may feel relief if it's too high nic or PG sensitivity. This can be a kind of be trial and error....do drink enough water!! Juice Flavorings can expose you to substances you may be sensitive to, as well.
I also can't use PG, it makes me feel like I'm choking, lung pain, burning sore throat ~ VG gives me no problem at all, as long as I stay hydrated. Proper hydration? When your urine is nearly colorless is a good way to measure, unless you're taking some meds or diet supplements which may color it.
But another good reason for headaches can be just withdrawal from smoking. There's a whole plethera of signs that your body is cleansing itself, everything from ........ to constipation, shakiness, moodiness, depression, lethargy, extreme fatigue, headaches, high energy, lowered blood pressure, extreme hunger, quick temper, flighty stomach, and on and on. Again, I don't know your level of smoking.
Diet can help, be sure to include lots of fresh veggies, antioxident-high liquids, fruit juice and whole, try to stay away from sugars and carbs. And LOTS of water!! Aged Cheeses can help with withdrawal symptoms as well, any foods high in MAOI's. Snus is the answer for some, as well.
These symptoms can persist for 1 to 12 weeks or more, on a diminishing scale, but they can be so unpleasant, debilitating even. Most people who go to vaping have reported very slight or moderate withdrawal, but every person is different.
Keep us posted~! Best of luck. Sorry, I get wordy!! But there's no end to data in this place...