Well, the thyroid could be the problem, as it being off could be causing all the other stuff. But migraines themselves can be caused by anxiety or stress -- they're vascular headaches caused when the blood vessels open up after a period of constriction, which can be caused by anxiety or stress, and the vessels in the head open up before the ones in the extremities, causing the migraine problems.
I also have the same symptoms it feels like a baloon in your head and I also can't put my head on a pillow, I always have to sleep in different positions because of this head pressure. My ENT and all Doctor, s are fed up of me... It's nothing but anxiety and anxiety itself is everything... Pls do not feed your fears by visiting doctors, just laugh without any reason and it will pass.. Laugh insanly...
I'll tell you how I cured my migraines, but didn't cure my anxiety -- a doctor told me to do TM, a form of meditation. It worked for that problem, anyway.