Alcohol doesn't break down anything in your body / stop function of a certain muscle that regulates/contains the movement of blood within you.
Depressant drugs (alcohol being one of them) =/= nosebleeds
Nor does alcohol make you black out. It gives you memory loss if you get heavily "hammered".
Cannabis is incapable of giving you blackouts, and you're loving handicapped if you even think
inhaling a flora-based depressant drug causes damage to anything that manages your blood.
Now the headaches? Cannabis, like Yolo Yola said, IS capable of halting the production of brain cells in undeveloped brains (aka minors) but it is not capable of brain cell DEstruction. So pain can't rally be from cannabis.
Alcohol, on the other hand, is sort of known to produce negative symptoms in the head like headaches.
But I'm honestly not even considering the possibility of you drinking enough alcohol to get headaches afterwards because if that was the case then you're a loving failure.
Now, Nicotine, or cigarretes, whatever you want to call it, despite being VERY bad for you, isn't (as far as I know) known to do any of these. MAYBE it could give you a nosebleed, probably not, but I don't know.
P.S.
Nicotine makes it much easier for cancer to grow; it does NOT make cancer