I did not experience headaches on Ozempic, but is is listed as a frequent side effect. Are your headaches accompanied by nausea? If they are, Zofran can help with that and raise the overall satisfaction with adjusting to Wegovy. Nausea by itself is a frequent side effect, possibly one of the most frequent on Wegovy. I experienced very little of it, but had a stash of Zofran on hand if anything.

I hope you adjust to the higher dose. That it is a transient side effect. Holding fingers crossed.