Check with your doc. I know that migraines can be affected by blood pressure and Lithium can affect fluid levels in the blood, so that might have some effect on your headaches. My mom has migraines in her family. I just get stress headaches and to tell the truth, it's a toss up who suffers more.
really, talk to your p-doc. Maybe he can work this out for you. Hugggsssss!