Welcome to the Migraine and Headaches Forum! This forum is for questions and support regarding migraine and headache issues such as: abdominal
migraines, headaches caused by allergies, cluster headaches,
headaches, headaches in children, migraine headaches, sinus headaches, tension headaches, visual disturbances.
Although, the neck pain and stuff doesn't sound like a cluster headache. It could be a very severe, I mean REALLY severe, tension type headache. You could be really pulling a muscle when exercising. Or, you could have some sort of damage in your spine or neck. You probably want to go to a doctor to make sure this is not the case, because you probably don't want to keep exercising if this is the case, as if it is the case, you will just be making it worse if you keep exercising if something is currently damaged.
Also, it COULD be a migraine. Migraines can transform or act differently. Even if your migraines are always the same, they can suddenly change. If this happens, it is a good idea to go to your family doctor or neurologist to let them know that your migraine pattern has changed. For example... I have migraines with associated neck pain, and I have migraines that are severe, so severe I call them "suicide headaches" because I have thoughts of self-harm and I will sometimes make suicidal mistakes when I am experiencing the most severe pain ever, also, these headaches cannot be controlled by relaxing or lying down, I just scream and cry and do things like run around frantically and throw myself against walls and bang my head. But, they aren't cluster headaches even though they sound similar to cluster headaches, they are STILL diagnosed as migraines by the doctors, since my overall headache pattern is a migraine pattern and since the headaches still fit more migraine features than cluster headache features. I also get totally classic migraines, like the kind where I just want to be in a completely dark room and although mostly they happen without for the last few years aura sometimes they still happen with aura. And, I also sometimes have low-grade headaches too, but they are still migraines apparently according to the doctors even though the pain is not severe. My point is just that migraines won't always be the same... even if they are mostly the same. A migraine can be many things... once a migraine patient has been diagnosed... if you get migraines often, then other types of headaches can sometimes, not always but sometimes, be atypical migraines, even if they don't feel like your regular migraine.
But. I still think you should go to the doctor. I also think you should avoid the weight training if it is what is triggering these headaches. And, I would be treating these headaches as migraines medication wise for now... so, if you use triptans, take your triptans at the first sign of pain and see if that helps. If it does, you will know that they are probably just some sort of atypical or transformed migraine... or MAYBE a cluster headache if you are currently using a sumitriptan pen for some reason (as I am pretty sure other types of triptans don't work for cluster headaches).