As much as I hate to say this, I'm honestly not too sure what it could be. Trying to think back I haven't experienced this personally, but as many members as we have here, I wouldn't be surprised if someone chimes in here soon.
Treat it like a troubleshooting problem.Did you do anything at all different in those first couple days when you didn't have irritation? New detergent on your sheets? New hat? Anything different about anything that touches your head?Look at your process.Change your process one step at a time.Try not using Headshed.Try a different shave creme.Try different after shave treatments/lotions.It could be something as simple as an allergy.
I used to get alot of irritation. I eventually realized that I could only shave 2-3 times a week and stopped using so much crap on my head. My routine is to shower shave, rinse with water only to start, then use headslick and M5 razor front to back, rinse, re-lather, back to front, search for missed spots. Exfoliate with St. Ives, then rinse. I use Clean & Clear anitbacterial face wash as the last step. At night I used to wash my head with soap and water but now only use water. Seems to have cleared up my breakouts. Like the other guys said, it's kinda try and find what works for you. (oh, and I wash my pillow cases at least once a week)
(oh, and I wash my pillow cases at least once a week)