How did the doctor's visit go? I see from the post date that you've probably been by now.
I did a bit of research on the medications your taking, and have listed the side effects of each below. One of the things I find when I'm on a number of medications is that the side effects can be worse than the headaches. As you mentioned that the headaches feel different now, it could be that something you're taking is triggering them or you're suffering a different type as a result. Also, does your doctor know you are taking the supplements? It's always a good idea to let him / her know so they can advise you if there are any drug interactions because that could be another source of your new headaches.
On a final note, how much and how often are you taking naproxen? Though it will work for pain relief and generally doesn't cause rebound headaches, if you take anything enough (i.e. everyday) I believe it will eventually cause rebound headaches.
Good luck and let us know how it goes.
dizziness or lightheadedness
flushing (feeling of warmth)
vivid, unusual dreams
"In most instances coenzyme Q10 administration has been very well tolerated in doses up to 600mg per day, with an excellent side-effect profile. The most common side-effects pertain to the gastrointestinal system and include nausea, diarrhea, appetite suppression, heartburn and epigastric discomfort. In large studies the incidence of gastrointestinal side-effects is less than 1%."1
Mild gastrointestinal upset and loose stools may occur in some persons using magnesium. This
changes in appetite
The most common side effects from naproxen are rash, ringing in the ears, headaches, dizziness, drowsiness, abdominal pain, nausea, diarrhea, constipation, heartburn, fluid retention and shortness of breath. Naproxen also may cause stomach and intestinal bleeding and ulcers. Sometimes, stomach ulceration and intestinal bleeding can occur without any abdominal pain. Black tarry stools, weakness, and dizziness upon standing may be the only signs of the bleeding. People who are allergic to other NSAIDs should not use naproxen.