Ever since I started with WG I seem much more susceptible to severe headaches. But at the beginning of this year I had to stop taking my blood pressure tablets and I had a pretty much continuous severe headache. That was until I re-started my blood pressure tablets about a month ago and as my BP dropped so did the headaches.
It's probably too much of an easy diagnosis and you've probably had your blood pressure checked fairly frequently. But it's worth at least considering if high BP might be causing the headaches. My "high" BP really wasn't that high, but it still caused severe headaches.