You should probably discuss what you are feeling with your physician. If you are truly allergic to eggs, this reaction should occur with both eggs and egg beaters and not just one or the other. I have heard conflicting reports on the value of soy. There is a tendency for people to overdo soy at this time because of the reported relationship to relief of various health concerns. A serving of soy on a daily basis should be part of a well-balanced diet.
Research is ongoing regarding the benefits or potential hazards of too much soy in the diet.
A few friends have suggested that it may be a food allergy. Yeast is also an ingredient in both of those products, which is also a headache trigger. You may want to determine if any other yeast-containing food, such as pizza dough, other baked breads and pretzels lead to headaches for you. Adverse reactions to food do not always mean that there is a food allergy. The diagnosis of a food allergy is based on a symptom history, physical exam, special tests such as skin tests or blood tests for food allergens and removing the suspected food from the diet to see if symptoms subside.