Thanks for writing your query.
After reading your post it seems that you might be having Urinary Tract Infection
You should get your urine examined for Routine/Microscopic and Culture/Senstivity.
Headache and burning or itching sensation can be seen in UTI. You should drink plenty pf pure water and take medicines for UTI, according to the reports of urine sample. Paracetamol
500 mg can be taken for headaches
Sometimes periods are late for different reasons including infection and fever
. You can wait and observe for sometime. If you are not pregnant and periods are not coming you should get yourself examined by a Gynaecologist.
I hope this is helpful to you.