Yes, headache is a recognised adverse effect of GLP-1 receptor agonists, though it occurs less frequently than gastrointestinal symptoms
Gray, Kimberly El, Alex Chen, Paul Grimsrud, Guo-Fang Zhang, David A

Major Ingredients Water, Triethylhexanoin, Hydrogenated Poly(C6-14 Olefin), Butylene Glycol, Niacinamide, Methylpropanediol, 1,2-Hexanediol, Phenyl Trimethicone, Diethoxyethyl Succinate, Polyglyceryl-10 Myristate, Borago Officinalis Extract, Centaurea Cyanus Flower Extract, Chamomilla Recutita (Matricaria) Flower/Leaf Extract, Lavandula Angustifolia (Lavender) Flower Water, Hyacinthus Orientalis (Hyacinth) Extract, Salvia Sclarea (Clary) Extract, Ethylhexylglycerin, Hibiscus Esculentus Fruit Extract, Corchorus Olitorius Leaf Extract, Carum Petroselinum (Parsley) Extract, Hexyl Cinnamal, Limonene, Linalool, Fragrance, Hippophae Rhamnoides Oil, Allantoin, Hydrogenated Lecithin, Sodium Gluconate, Glutathione, Adenosine, Cellulose Gum, Melia Azadirachta Leaf Extract, Melia Azadirachta Flower Extract, Curcuma Longa (Turmeric) Root Extract, Ocimum Sanctum Leaf Extract, Corallina Officinalis Extract, Biotin, Biotinoyl Tripeptide-1, Acetyl Hexapeptide-8, Tripeptide-1, Tripeptide-3, Myristoyl Pentapeptide-17, Hexapeptide-9, Gluconolactone, Alpha-Arbutin, Thioctic Acid Ingredients subject to change at manufacturer's discretion

Diabetic Retinopathy (DR) Diabetic retinopathy (DR) is a well-documented complication of diabetes that damages the blood vessels in the retina