Inflammation in the brain is tied to inflammation in the gut and you need to reduce the inflammation in order to reduce headaches. A great way to do this is to eat anti-inflammatory foods, or take (fermented) cod liver which is one of the strongest anti-inflammatory supplements out there.
One thing I would consider trying, to transition to the candida diet, is to eat fruit throughout the day for a period of time and slowly reduce the amount you eat as the symptoms reduce.
L-glutamine is also another supplement great for sugar cravings and healing leaky gut.
Healing your liver is also another great remedy for treating sugar cravings.
In order to reduce the itchiness and hives, you will have to reduce the candida numbers within the body while you are detoxing at the same time. If you have any skin condition, Dr. Mcoombs feels that you are likely deficient in HCL (hydro chloric acid). If you supplement yourself with some HCL this should not only improve the environment within your gut, but help break down the food you eat as well as healing your skin problems. Zypan and betaine HCL are examples of HCL supplements. Almost all candida sufferes are deficient in HCL.
Acupuncture is also very effective for all of your symptoms and highly recommend it.
Hope this helps!