Do birth control pills cause headaches and nausea?

Hi doctor,

I am a 25-year-old female on a combined oral contraceptive birth control pill for some months for PCOS. I am currently on my 11th pack.

To provide some context, here is the sequence of events that happened:

I was scheduled to take the placebo pills but started a new pack of active pills instead. In other words, I skipped my placebo pills. After four days, I had unprotected sex while on the active pill. The next day I was still on an active pill, and there was spotting. Then again, I had unprotected sex while on the active pill, for nearly five days, and spotting continued, with light or moderate bleeding. Then I started taking placebo pills from the previous pack because the bleeding did not stop for five days. And after that, bleeding increased from light to moderate, which is of fresh red blood color, and I had diarrhea. After the last day of the placebo pill, I took an emergency contraceptive pill within five days after unprotected sex, and the next day I started a new pack of combined oral contraceptive birth control pills as instructed and then the bleeding stopped.

Last night I had a headache and tightness around the eyes, accompanied by nausea. I am afraid that it is associated with pregnancy or with headaches. Nausea and headache are mild, but the more I think about it, the worse it gets, and I cannot fall asleep.

Please let me know about the following questions:

1. Am I at high risk of pregnancy?

2. Is my nausea associated with pregnancy or headache?

3. When should I take a pregnancy test to know if an emergency contraceptive pill worked?