Lokkhi,
Yes, all of the symptoms, including headache are related to the low Hb. One more thing you can try if you can get it is L-carnitine. An article I just found this week reported that high doses of L-carnitine, a common supplement, significantly reduced the transfusion requirements of thal majors. If you can find it, try 2000 mg daily. If you can't get your Hb to rise, you will need transfusion.