I also get these headaches, had one yesterday that was evil. Sometimes I get nausea and vomit with mine. In my case, after a number of years, I concluded that there is a way that I move my head sometimes that causes something to press on the nerve/blood vessel, and when that is happening, I get a terrible exertion headache. Biking and sex can do it. Dehydration can also bring it on, as can lack of sleep. I get cranial sacral work done, which seems to help, as it seems to me to be a "mechanical" problem, probably myofascial. I am also careful about how I move and my sleeping position. I haven't noticed that supplements make a difference, although I think I may try magnesium by itself.
The bicycle is the most civilized conveyance known to man. Other forms of transport grow daily more nightmarish. Only the bicycle remains pure in heart. ~Iris Murdoch, The Red and the Green