I suffer from a few different types/caused migraines...

the first thing I think of when you say you WAKE with a migraine is your jaw. TMJ / TMJD is when the jaw is out of alignment (even a smidgeon) and it can cause unbelievable migraine pain. You'll need a DDS or DMD dentist who is trained in fixing this... but in the meantime, buy one of those sport teeth protectors (not too thick, moldable to your mouth) and try sleeping with it a few nights and see... it could be your jaw is off and you're grinding your teeth (maybe due to stress??? ) and causing the migraines...

Just my thoughts... few people, few doctors, even think about the jaw is what I'm saying!