Levi did not have a headache. Every single time that Isayama wanted to showcase a headache he accompanied it with a "throb" sound effect. It's very specific and this wasn't used on Levi. He uses it for Mikasa, even in cases where Eren's safety is assured.

Why does Ackerman get headache?

Remember how Mikasa Ackerman had her first headache when Eren's mother died? What happened here was she remembered her dead parents which triggered and caused her first headache. Though that was just the beginning of her headaches.

Who did Levi imprint on?

For Levi, that person is Erwin. He has acknowledged Erwin as an existence who he looks up to. It's part of the Ackerman bloodline, or an instinctive part of them, you could say.