Headaches can be anything. It could be related or it could be something totally different.
It’s definitely related cause it happens after pinning. Just recently though but it has in the past too.
(1) Levels are swinging (2) your levels are not stable, (3) you have other problems like low mineral and/or vitamins or thyroid problems.
It sure sounds like you are running low on something TRT is depleting quickly. The same thing happened to me and it was vitamin C which was never apart of my diet which then caused an iron deficiency.