Cough syrup was not design to help with withdrawals. It's for colds and help with getting to sleep with a cold. Using coug syrup is like drinking alcohol with other meds in it. Not a safe way to go.
Headache, sleeplessness, depression, and panic attacks are normal when going through withdrawals. Its hard for the few days but it gets better if your withdrawals are not life going. Seeing a Detox Treatment Center is the best way to go. If they are not open or you don't have one, the ER is the next step. It's really up to you if you want to do it on your own or get medical help. Good luck and hang in there.