Welcome to the HW chronic pain forum. We glad you're hear but always sad to learn of another person in chronic pain. There's a a couple of threads (topics) discussing this very issue right now. Please read the one on Clarifying Addiction, Dependence & Tolerance and go to the link in the first post to read the article. But also read the thread from mrspile (I think that's the name) because she is struggling with similar things.
Can you not take your medication and not have your migraines? I don't know. That's for you and your doctor to decide, and we can be here for support and to provide some information, but we're not doctors. Most all of us would like to not have to take the medications we're on, and not have the pain return. But sometimes you have to face reality and make hard choices. The one thing I would say is don't play around with withdrawing on your own! Discuss this with your doctor. It can be dangerous to withdraw abruptly, plus then once your doctor sees you're not taking the medication according to his/her instruction, and you want to return to taking it, you could run into serious problems finding a doc who will prescribe. So work WITH your doctor around possible medication changes or withdrawing.
But it sounds like the withdrawal may be due to your running out? If so, why have you run out early? That could be a sign that you're not taking them as prescribed. I'm a little unclear if you just ran out a day or so early, or if you've still got several days to go. And are you on oxycontin? I'm a little confused about exactly what medication you're on. But I repeat, it's dangeorus to abruptly withdraw without medical supervision.
Try to share a little more info. with us.