Anemia is very common in lupus.
Sometimes we find iron supplements help the situation - sometimes they don't. It is suspected that at least in some of the lupus anemia cases, there is an autoimmune aspect - which might require immunosuppressants. Headaches and edema could be related to the anemia, but I would want to check out other possibilities before settling on anemia as the cause. As far as too much iron, yes in some cases you can have too much iron. Your doctor needs to keep investigating.