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Have a doctor give you a complete workup including blood tests and see what the results say. If they come up negative I'd check into diet and equipment. Being dehydrated can cause headaches. Having a good shoe while running will help your knees and ankles. Also look at form and technique while hitting the heavy bag and try taping your wrist. They might just be weak and need to be built up a little.
Pain is a part of training but you will lower your anxiety about it if you go get a complete physical and it comes back ok.
Besides you might just be having a growth spurt at age 20. Growing pains can be painful.
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