I don't think there is a MS headache persay, but I do think that migraines take a part in some Peep's MS. I never had a migraine nor bad headaches, Except with a Sinus infection.
My DD, who was also been DXed with MS in her early 30s, had migraines in her early teens and then had Shingles in her late teens

, around the nerves in her back.