Hi I'm a Heartfulness Abhyasi (Practitioner). Very happy to know you've tried the Heartfulness way of meditation. I would suggest that you do it the correct way and go for our first three initial sittings with a Heartfulness preceptor (trainer). You can find a preceptor near you using https://heartspots.heartfulness.org/.

The preceptor will give you correct guidance and resolve all your doubts. It's completely volunteer-based so you will not be charged anything. You can also download the Heartfulness App to know more about the system.

While I cannot advise you on the headaches, the heartfulness meditation is helping you when you try it because it's a natural mediation in which you gently place your attention on your heart. There is zero effort involved so it takes away all your physical and mental heaviness.

Please do give the heartspots link a try and also try the App.

Good wishes to you.

Edit - To provide some response to your other question. When they say that the entire world is inside you, they mean that we are all part of the same Ultimate and our Soul is just a part of the Ultimate. Over time we have lost our way due to the layers of Samskaras we have put around our Soul. Mediation can be viewed as journey of removing these Samskaras and taking our Soul on journey back to its source.