Go fragerance free, and buy an organic bed, your headache is most likely toxicological:
With all the snake oils, meds, and placebo suggestions; it took severe migranes like a cramp in the middle of my head and down the neck; to drive me to avoid chemicals, and spend a lot of money on a bed. 911 calls by my doctor, and the hospital visit, were absolutely no help for me, and made things worse. Desperation pushed me to make the best investment I can reccomend. Go fragerance free, and invest in a good organic bed. Sleep is when your brain does its maintenance cleaning. Make sure you know what "fragerance free" means. I mean complete fragerance free(no chemical fragerance, cleaners, etc, at all in your home; especially your bedroom). Once you get all the fragerance out, buy an organic bed down to the last pillow and sheet. I don't care if you have to buy a cheap metal frame, and get a single three inch mattress; everything must be organic. Strip your bedroom down to the concrete or tile floor, remove everything except the bed. Everything, I mean the clothes in the closet as well. Seal any vents with food grade sandwich bags, use a window unit for cooling. Suck clean air into a window every night, by pushing out another window or the doorway. No chemicals enter that room, not on your person(toiletries and cosmetics must be organic as well, no perfumes), not on pets, no cleaners, no insecticides, nothing enters that room. For heat-I hope you live in a warmer climate, bundle up, or try a radiant heat source. Now you can sleep, and your toxicological migrane will ease very shortly, if it is anything like mine. I went from a water bed and heater, to a cotton/wool bed. Good luck-my brain cramp went away by the second night in my new bed, after two months of severe non-stop pain.

Note: with an organic bed, you will need to condition the room in humid climates, as mold and mildew can be a problem. Special casings are also recomended for hygene(mites and such). Even washing your hands with regular soap can keep you from getting clean sleep, your hands can find their way around your face, while you sleep; and that can be enough to disrupt sleep. Even your hair and skin can track fragerance from other sources on to pillows. If you are this sensitive, bath with organics prior to bed each night and wash bedding often. I am so sensitive at times, the Urea(Ammonia) in my own sweat becomes toxic. Not everyone is this sensitive all the time. Hope this obsessivly long paragraph helps. Don't mind the grammer and spelling.