I feel your pain. I had bad headaches on Lupron.
Mine were mild until about the 10th or 11th day on it and then suddenly it was a full blown migraine that lasted 4 miserable days. I started stims in the middle of that migraine and after the third day of stims my migraine was finally gone but I still had a mild headache that lasted another few days but I haven't had a single headache since then! I know it sucks, hang in there! There is an end in sight!