Headaches are common for those who dissociate. Sometimes it's when someone with DID "switches" aspects of themself to suit a situation.
Does your MD know of your psychiatric diagnosis? I would hope that the MD won't allow that to color all of his/her decisions.
What I would caution you of is minimizing your headaches. Don't try and sway the doctor in the decision about whether to follow up on the cause or not. It's always best to rule out physical causes, but only to a point with which you are comfortable.
I don't know about the med you have been trying, did you keep the informational insert to read on the side effects? Maybe google or yahoo the med and find out?