Hi,

I too suffer terrible headaches and pregnancy has been no exception.

Cold packs are ideal as the cold really does distract from the throbbing pain.

Try and take some panadol before the nausea set's in to relieve the pain, even if it just takes the edge off.
As vomiting from the pain doesnt help the situation.

Stay well hydrated at all times not just when u have the headache as dehydration doesnt help.

I hope I have helped a little.... take care!!