Thanks for the query to H.C.M. Forum.
You mentioned that you are having cough from few days with headache.
If cough present for many days with headache might be due to ,
1 Smoking as this may be smokers cough ,if you are a smoker.
as in my opinion this headache may be due to low grade fever
( very common in tubercular patient), so for confirmation get in an X ray of chest and C B C & E S R( if very high more than 90 mm of Hg than go for tuberculosis or any chronic lung disease
). Consult a physician and get his opinion.
3 Frequent urination
& feeling of thirst may be due to TENSION or Diabetes
, so get in blood foe sugar level and consult a physician .