boronia
It varies from person to person as to how they feel after a round. Without wanting to scare you, it's possible your headaches are a sign of redistribution especially given your high mercury levels and the fact you've been taking ALA on it's own. You probably need to clear your blood first, so a good idea to take DMSA, at *least* alongside ALA, if not on it's own for a few weeks/months. Also maybe even split the caps, so take 12.5mg.
Then when some of your symptoms subside, move onto brain chelation with ALA. If it is redistribution, it'll be sorted by ALA in the long-term anyway.
Make sure you take liver support too. Plenty of water. Encourage bowel movements. I presume you're taking magnesium, lack of which is linked to headaches.
Good luck and let us know how you get on!
Anne