Not going to play Jr. M.D. here...even though I work with the bastards five days a week, But where are your headaches located? Base of neck, sides, behind the eyes. Headache location will usually indicate the cause.
If you have had these for a while and your not getting relief from your meds,
Next would be a CT scan then MRI.
There are just too many possible causes for headaches. Just keep trying to find whats causing them.