There are many types of headaches. Migraine headaches are on of the types. Different medications work on different types. Migraine medications called triptans (a large class of prescription drugs) work best when they are taken when the very first signs (precursors) of a migraine attack occur (as opposed to waiting and waiting the way you do with your OTC meds).

You probably need to see a doctor about it, because you believe that you have tried many things and found that Advil and those others are the only ones that work, but in reality you have only tried a small sample of what is out there, since you have not tried any prescription medications. You have only tried OTC. Also, OTC headache meds can worsen the headaches in the long term, by causing what is called "rebound headaches". The best would be to keep a journal of your headaches for several months (there are migraine journals online), and then see a neurologist or a GP.