There is a rare disorder that makes it difficult for people to metabolize alcohol, (more common in Asians) they usually can't make through one glass of wine. If you're switching to Hennessey to see if it helps . . . you ain't got it!

LOL
Did you pass out cold? Did you sleep in one position all night? Did you get enough water - alcohol dehydrates. Maybe switch from Hennessey to a sports drink for awhile.
Alcoholic myopathy, like the name implies, occurs in chronic alcoholics. In the severe form it can turn urine a reddish color - it's the muscle enzymes getting washed away. If you were thinking you might have a problem with alcohol, quitting drinking right now would be a very good idea.
Alcoholics who continue to drink develop persistent alcoholic myopathy. It causes muscle atrophy, where you permanently lose muscle and become very weak. Severe AM can occur at a relatively young age. Doc's think some people do have an inherited weakness for developing AM early in life.
This webpage covers recovery and all that, but also medical stuff on what happens physically when you drink too much.
http://www.nlm.nih.gov/medlineplus/alcoholconsumption.html
Out of curiosity - why the switch from vodka to Hennessey? Booze is booze my friend

. Good luck, I hope you feel better.