Your headache is likely a die off symptom. It’s normal to feel weak. If the headache becomes more intense you should cut back or cut out the garlic and coconut oil. Many people find that they can get die off symptoms from the diet alone at first, without even introducing antifungals.
You really should consider taking time off from working out to give your body a chance to fight the candida. Your treatment time will be shorter if you let your body rest and focus on healing.