You should be able to get some meds for the pain, while you're waiting to see a Dr.
I also suffer from severe headaches, due to my anxiety. I've had many tests and have been to numerous doctors.
I have pain meds put aside for when my headaches are severe. There's no way I'm going to suffer horrific pain, when I don't have to. I think you need to be more "pro active" with your doctor.