Yasmin and high protein

I started taking Yasmine in 2005 and almost imeemdiatley I started to have severe anxiety, depression, no sex drive at all and worse of all extremely bad migranes especially a few days before getting my period and during. My life had to be put on hold when I had my period because of the migranes. I stopped taking the Yasmine 3 weeks ago because I just couldn't take the migranes anymore. I have noticed I have gained some weight, my skin and hair feels alot oilier, and my hair has been falling out more than usual which is kind of freaking me out, don't have mood swings. My sex drive has gotten better which is a relief. I still don't know if my migranes will have gone away during my period. I'm just curious can anyone tell me if these side effects (hair loss, weight gain, oily skin) will go away after a few months.
When I went off another type of pill I actually lost weight, why is this one different?