Hello, thanks for using health care magic It is likely that your delayed menses and headaches are non related. The headache is most probably due to stress. Pregnancy is the number one cause of delayed or absent menses in all sexually active females who practice unprotected intercourse. However, non pregnancy related causes could include stress or strenous physical activity. You should do a home pregnancy test to investigate for pregnancy. If it is positive then its pregnancy and you should meet your doctor for ultrasound. If it is negative, you will meet your gynecologist to do a detail examination and lab tests including abdomino-pelvic ultrasound. Hope this helps you Best regards Dr Achuo