What Causes Headache While Having Heavy Bleeding?

Hi. i am a 19 year old girl and i have been getting my period every other week. i have had a heavy flow every time. Now i am going to start on birth control to help regulate it and i have drawn blood today for an anemia test. however, now i am starting to get a headache and i have taken advil. it won't go away but should i be concern about this headache since i have lost so much blood within the past month?