Similar thing happened to me. The headaches can sometimes be shifted with high doses of magnesium. Also if you take steroids that can sometimes be a solution. In which case then the thyroid medication was unbalancing you as a whole. The joint pains usually just go away of their own accord as you adjust to it. I would suggest a special diet it helped me. BUT it is no different to having a good diet that most of us should have anyway as a prevention against disease and feeling poorly if we were well.
I eliminated all grain and dairy on the advice of my doctor and found it made a huge difference especially to the joint pain. The advice about magnesium for the headaches is something I was told too.
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