Persistent headache on right side of head despite Vicodin

I was in the ER on Wednesday with the worst headache of my life and hyponatremia and they discharged me with a prescription for Vicodin saying it was a tension headache. Well, I've been taking the Vicodin but the headache returned today and is on the right side of my head only, dull pressure like and persistent. I called the ED but the Doc was off and nurse told me to wait or go to urgent care if it gets worse.

I don't have a medical insurance (in between jobs) and getting anxious about all this. This headache is so bad it prevents me from jogging or doing anything physical.

What should I do?  I can't afford to pay thousands of $$$ on medical bills.......help please!!