Alcohol increases the blood-sugar level by causing the liver to give up part of its stored sugar and alcohol itself is directly broken down to produce the energy-rich intermediate acetate which is usually oxidized to produce ATP (energy).
Alcohol is a rich source of acetate and may be thought of as almost "instant acetate."
When physically and mentally exhausted person (cold, tired, dispirited) have a glass of whiskey will surely find it beneficial (the ache, the cold, and the despair are pushed away in few minutes)
But, if one is really well nourished his energy reserves are as high as they can be. This is why truly healthy individuals cannot tolerate alcohol. Their cellular acetate breakdown is near maximum, and any rapid increase such as will result from a drink of whiskey may lead to headache, sweating, nausea, and possibly vomiting.
Other possible reason for his headaches might be congeners, chemicals that give color, smell and taste to each drink, but darker drinks like whiskey, red whine are richer in them that lighter ones like beer, gin, white wine.
There are some evidences that suggest that the congeners in red wine increase both blood histamine level - as in an allergic reaction - and serotonin levels, which can trigger headaches.