Does anyone know what needle size and gauge is used for point Li4 for headaches?
There are no sets of relationships that I know of that correlate particular size and/or gauge needles with particular conditions. These choices are decided by the trainings and preferences of the practitioner and possibly modulated by the pattern the patient presents with and their overall health. Further even correlating a particular point to a particular condition will generally lead to very inferior results.
So for headaches point li4 should be connected to other meridians to have a better and stronger effect?
In some cases LI 4 will be entirely inappropriate for headaches, so, again, points do not correlate with conditions in acupuncture. The proper point selection of acupuncture points for any condition beyond the most basic of issues is quite complicated. There are years of training involved which start with a deep understanding of the classic texts of Chinese Medicine. In general, you first need to understand treating diagnostic patterns in Chinese Medicine terms vs. treating conditions - this is explored in “What Does Acupuncture Treat?”.
Once you have a general pattern, you can use various mechanisms to design an appropriate protocol for the patient - aspects of this are explored in “Acupuncture Point Treatment Plan”.
For headaches, some of the more common patterns and basic related point protocols are found on our acupuncture for headaches page.