Have you tried Magnesium supplements? I take 2 250mg chelated mag daily to help with hormonal headaches. The chelated mag is easier on the digestive system. Be sure not to take it with calcium as that interferes with absorption of mag, so I'm told by my doc. Some find they can take mag only at certain times of the month and have it work. I find it's just easier to remember to take it daily.
And not the answer most are looking for, but I've had the least headaches and PMS of my life since going GF. I gave up on BCP because of weight gain and other side effects. Since going GF I no longer get breast tenderness, cramps, lower back ache, bloating, mood swings (ok, I can still get crabby but not the raging lunatic one minute, tears the next stuff). I do still get a minor headache here and there, usually timed for ovulation or my period, but I can cure it with one excederin migraine and it'll be gone for good instead of lasting 2-3 days.
Mom to two amazing DDs ('07 & '09) and a fur baby.
Gluten free since Nov '11 after non-celiac gluten sensitive diagnosis. Have had great improvement or total elimination of: migraines, bloating/distention, heartburn, cystic acne, canker sores, bleeding gums, eczema on elbows, dry skin and scalp, muscle cramps, PMS, hair loss, heart palpitations, fatigue. I'm amazed.