Do you mean supplements or remedies? Also what you are looking for re natural? Natural does not necessarily mean efficacious nor safe.
Apart from some prescription drugs designed for other uses, the best remedy for hot flushes caused by menopause is HRT, provided you are not medically contra-indicated . If you are looking for "natural" - in my book, replacing declining or deficient hormones with those that are biologically identical to our own hormones, is the most natural way to control them.
These hormones are oestrogen in the form of estradiol and progesterone.
If your cycle has gone awry and you are missing periods, and perhaps longish gaps or variable gaps between them - then this may well help.
When I was in early peri-menopause, before I knew much about it all I wanted to go completely natural and bought Black Cohosh and ate my way through pounds of phyto-oestrogen cake. My flushes came and went and I thought it was the biz until my periods stopped for a bit longer and the flushes remained. I chucked away the Cohosh (which although natural has caveats re length of time it is advisable to take it). I then started (bio-identical = body-identical) HRT in my 50's and have never looked back.
I can't help with the headaches although if these are hormonal replacement oestrogen may help? I never got to the bottom of mine and being able to prevent them, but since I have been post-menopausal they are vastly improved and I rarely get migraines now.