Honestly it is unlikely that your headaches are being caused by your transition. I recommend looking at all the usual causes of headaches i.e. lack of sleep, dehydration etc...
There are many who report a Herxheimer reaction (getting worse before getting better) when transitioning but, so far in the years I've been engaging with new vegans, headaches are generally not among those symptoms.
Veganism is new to you so you might be susceptible to thinking that everything that is happening to your body is because of it, but there could be a whole host of other reasons too.
If the usual cure-alls don't help for your headache then I recommend visiting your GP.