What can cause someone who'd just had an epidural to get bad headaches and nauseous when sitting up?

Small leak in sac: Small leak in membrane enclosing spinal canal . Usually lasts 24-48 hours. If severe injection of blood into spinal canal of benefit.

Well...: These symptoms are often seen when there is a small "leak" of cerebro-spinal fluid. This most often resolves itself in a couple of days. If the symptoms persist, or you develop a fever, or there are any changes in your mental abilities, a trip to the emergency room is needed

A leak of fluid: this can be caused if spinal fluid is leaking out of the epidural space. if you are already home this needs to be discussed with the doctor ASAP.