I am so sorry you are having to deal with headaches/migraines at the same time as working on difficult issues in therapy. Migraines are nothing to be ashamed of, there is not a one-to-one association with stress and headache, I do not think your session "caused" your migraine. It was a hard thing for you to do, sharing with your T. Not all of you was on board it looks like. But, bottom line, it's a headache! We all get them! Being sick is not something to be embarrassed about.