Exercise headache. Kindly suggest here.

I do gym..but i start to get severe headache after 2-3 hours...you can call it "brain fog"...during those hours i can't think or do any mental activity clearly...there is a lot of mental confusion/fatigue... i do take protein regularly but it doesn't work...i am taking "betacap plus 5" under prescription for my headache..so it cures my headache but on the other side it gives me stomach issues(gas,bloating,diarrhea).second thing is that i am also having "muscular pain" because of doing gym exercises..my body has muscle soreness and it hurts alot... i am having these issues for last 6 years since i had started doing gym...i am taking vitamins and mineral supplements..but still i have mental fog...i have started to take "quogress" capsule but i don't think that is working in my case... if any doctor/specialist has any solution of my case then kindly suggest here.