Hi,
How are you? It is possible that you have difficulty adjusting to progressive lenses or there is an error of refraction. Talk to your eye doctor about this if your headache persists. You may need to change your lenses and take prescription medication for pain relief. Take care and do keep us posted.
I know of two people who wear progressive lenses and they both have trouble adjusting to them. They want to throw away the glasses! The eye doctors reassure them they'll get used to them, but both of them wore them for a long time (and still do) and have never adjusted to them. Worn for several years. Some people probably can't adjust to them. Everyone is different. Maybe consider going back to regular glasses for nearsightedness and reading glasses for close up.
Good luck!