That looks like a common multivitamin. I'd add a B-50 Complex (not B Complex). The dosages you are taking are minimal. Probably RDA based.

I'd also add 1000 to 2000 mcgs of B-12 methylcobalamin. Take it first thing in the AM on an empty stomach.

When you sleep on your side, your pillow should hold your head level.

The fact that you wake up with a headache suggests something is not as good as it should be.

I learned about my sleep being a big issue when I would fall asleep in my recliner and get good sleep. My wife would comment that I would have a peaceful expression vs a tense expression when sleeping in bed. She could tell when I was going to have a bad day by the look on my face first thing in the morning as she woke up.

I hope you can find the cause of your headaches.