First, I do hope you are feeling better today and this was an isolated incident.
alli is not associated with causing headaches, but for people who are prone to headaches any change in diet or medication can bring on a headache.
How long have you been on alli? Did you skip any meals yesterday? Are you close to menses in your cycle (pre-menstrual headache).
Alli has no interactions with the medication you have been prescribed and you can take them with alli. I suggest you stay off alli for a couple of days and just monitor your diet until you feel you have recovered and are feeling better.
Sophia De Monte RPh