HI there and welcome to the forum. Well, the way pregnancy symptoms work is that they are caused by hormones produced by the pregnancy. As the pregnancy goes on, those hormones increase and symptoms begin.
Morning sickness/nausea usually start around 6 to 7 weeks into a pregnancy as it takes that long for the hormones to be at the level to cause symptoms.
To be honest, the headache and bloating sound more like symptoms of pms than early pregnancy.
If you are past your period due date, go get a pregnancy test. They are very accurate and inexpensive.
And please please, if a pregnancy would be a bad thing in your life, use protection every time you have sex. good luck