By "thyroid being high" do you mean TSH? Are you really hypo, not hyper? I have not heard of people taking such high doses of tapazole but of T4 drugs such as synthroid, levoxyl or unithroid... TSH is a weird test - a high result means you are low and vice versa.
Also, what other thyroid tests have they done - any T3, any antibody tests? Perhaps you are not converting T4 to T3? That points to pituitary.
The journal is a good idea. You did not give enough symptoms to really comment much.
Do you have any symptoms other than hyperthyroidism and headaches? Did you mean 400mcg, or is it really 400mg? If you are not happy with your care, you need to find another endocrinologist. It sounds like you should have more tests done.
If you are having a variety of symptoms, keep a daily journal for awhile, every symptom and time of day. This made a difference with my son's doctors. I guess it's more believable on paper!
Enzy