We did an extremely strict gluten free diet for my teen (hoping it would help with autoimmune stuff, not allergies). We stayed on it for 4 months and it was the worst 4 months she has had. It wasn't so much the "missing her favorite foods" as it was nausea, stomach upset, pain, etc.
It is very hard to research this online, because if you search for "feeling worse after going gluten free" then you mostly get articles and forums about how you may feel worse initially but you'll feel much better after a couple weeks or a month or two.
Our issue was not that. She really was feeling much worse. One doctor wondered if perhaps all the substitutes she was suddenly eating might be making her sicker. We don't eat processed food and I cook pretty healthy, from scratch, and all of a sudden she was eating xanthan gums, guar gums, different thickeners and different grains. Maybe she is sensitive to one of those?
After four months, the doctor took a look at her and said no more gluten free for her. By the way, I did the gluten free diet with her and made the whole house gluten free and it made no change for me. I didn't lose any weight or experience anything different except for a much higher grocery bill.
By the way, if you stick with this, a really good book is called "Cooking for Isaiah", about a mom whose son had to be gluten and dairy free, and it's filled with really useful info and recipes.