Progesterone can cause headaches. Women who have chronic migraines often find they have migraines more in the luteal phase of their cycle as that is when pregesterone is at its highest. Once pregnant progesterone is even higher then that so maybe its because of your pregnancy progesterone levels. Progesterone levels for memory do reduce towards the second half and third trimester of pregnancy. Not sure if that could be causing them but maybe its contributing to it especially if they have been there dull in the back ground for many weeks.