You can have one cup of coffee a day. Caffeine has been linked with headache reduction. It deffently works for me. It also help a with constipation, which helps to elivate lower admonial pain.
I have hypertension, so when my blood pressure is up I have major headaches.
Dehydration could also cause headaches. Also try putting a humidifier in your room/house it can help with headaches and sinus issues as they are also common in pregnancy. I am experiencing both headaches and bad sinus issues daily. Good luck
Make sure to let your doctor know at your next visit that you're having headaches. Probably try keeping a headache journal, write down what you've eaten how much sleep, stuff like that. See if there are any triggers.
Make sure you drink a lot of water. Dehydration causes headaches. I get them bad as well. I do takeTylenol every now and then, or drink a sweet tea. A little caffeine could help as well.