No hot water on high pressure shower head

Inside of the wall on your shower is likely what's called a balancing mix valve, meaning where the hot and cold water pipes converge there is a special valve intended to prevent scalding by controlling how much cold or hot water is let through. There are different types of mixing valves, yours may be sensitive to the pressure in that by changing the pressure at the head, you have upset the balance settings in your mix valve. It might also be that it has the hot side wide open, but the cold is over powering it because of the lower restriction from the new head. You may not be able to fix this, because it might be that the hot supply pipes are corroded and not enough hot water can get though them.