hypo or hyper-thyroidism can contribute to headaches. Would recommend checking your TSH level and seeing where things are for the thyroid and correct it if necessary. It may not solve the headache problem, but certainly can be part of the problem.
is your TSH HIGH and T3/T4 LOW? i'm assuming this is the scenario, which means you are hypo and need thyroid replacement. you should call the doctor to get your results just to be sure. what meds and dose are you taking??
I had blood taken and my doctor called me to tell me that my T3 and T4 levels were very high. He didnt tell me by how much but he didnt want to wait until my appt. to get me on meds. My cholesterol is also very high and he wanted me taking something for that right away.
i had daily headaches when i was hypo, but the only way to know for sure is to get your labs checked.