First of all, congratulations for passing 35 weeks
It is hard to say if the headache is related or not. There are potentially many reasons for headaches. I had continous sinus pressure the last couple of weeks before delivery and only claritin with tylenol would help. But as we all know, PE can be tricky, so I would call your doc/nurse and ask what they think.
When pregnant with Matilda I was so unsure of every twinge once I passed 26 weeks. But I think it is much better to be extra cautious and report all symptoms and worries to your care team. This helps them to be able to properly care for us PE ladies. Keeping my fingers crossed on your home stretch. You are almost there:-)