Yes, headwinds can be very hard. I used to commute into winter storm southerlies when I lived in Seattle. I did two things to my bike setup that helped a lot. I used a very long stem so I could ride with a flat back and fairly straight arms and my arms were relatively "aero" while still on the drops or brakes so I had very good control and I put a Zzipper fairing on the handlebars.
Those years were the start of my realization that I could have the handlebars closer and low; the traditional "performance" setup or higher and further forward as I described above and the two setups were very nearly equal for comfort and power. Also made me a huge fan of those fairings. Look into one. (I doubt Zzipper is still around but you might find a used one. There are others also.)
Ben