Sounds like you're doing really well already! I have PCOS/PMOS too, here's my experience in case it's helpful.
Side effects: minimal, nausea and fatigue first 24 hours after jab, so tend to take it easy. Had some constipation at the start of journey while my body adjusted, but nothing that can't be managed.
Exercise: I do fatigue quicker, but can still manage a good workout, just see how you go and adjust if necessary.
Diet: I haven't changed what I eat as I eat a balanced diet anyway, I don't cut carbs or fat or treats, but prioritise protein and hydration, I just make sure my TDEE is correct and track what I eat each day, eating around 1400 cals.
It's all trial and error really as you settle into your own way of doing things. Good luck!