You seem to understand how to troubleshoot this already. Eliminate the most likely suspect, keep everything else the same and steady, see if the symptoms go away. If you're wondering about the Lugol's, don't take it in the morning but take everything else just the same. Don't add or subtract, else the confusion grows. If you don't have the symptoms when you don't take the Lugol's, you may need to start it at a much smaller dose and build up. Many have needed to do just that.
With adrenal issues, know that both chromium and selenium lower cortisol. Your adrenal system needs to be strongest in the morning, and if you are depleting cortisol too much at that time, you can have a surge of adrenaline to replace the cortisol you need. This can definitely cause raised blood pressure and headache tension. It may be helpful to take these two supplements spaced out more, or to beef up your adrenal support.