I started having headaches similar to what you describe during the 2-3 nights before the start of my period. I would wake at almost 4 on the dot with an awful headache that would linger all day. Sometimes I would vomit but most times just nauseated and achy. I thought it was coffee withdrawal, or medication related, or even allergies. But it persisted and I finally noticed the pattern. When I mentioned it to my dr she says peri-menopause. UGGG!! I am seeing a dr who treats with bio-identical hormones tomorrow and pray for good results.