Have you ever checked out Reddit's https://Reddit.com/r/keto keto subreddit? The keto-flu is a known & expected phase that matches the "anxiety and headache" thing. If you quit sugar "cold turkey" about 4 days in your body essentially switches from a carbs-for-fuel system to a fats-for-fuel one. It feel pretty wretched for a day. Afterwards you feel great, virtually never hungry, & weight melts off.