I can't think of any reason the stimulator would exacerbate the headache unless it's directly affecting the same nerve, or working well enough that pain is seeking other avenues of perception.

However I can speculate that the stress of the whole life-changing event of getting the stimulator could exacerbate the headache—even if the stimulator is relieving pain elsewhere. It's a big change, and big changes are/can be stressful.

I'll defer to the experiences/opinions of the experts on this.

Doc