Tigerlilly84,
My migraines are pretty much constant, and when I have breakthrough pain, the sensation you describe occurs from time to time. There can be all kinds of bizzare sensations that occur with a bad migraine. I don't know if this is the cause, but sometimes the heat in my head will abruptly change location, leaving the area that was hot cooler. \

Nicole2718, cold helps mine as well. There are ice packs available that don't get hard in the freezer, but instead stay cold and conform to your head. There are different sizes and they hold the cold for a while. I'd have to look at see where they come from, (a friend orders them for me). I keep four in the freezer and just rotate them.

Sam