I understand your pain. The majority of my migraines are cycle related. Unfortunatly I have a messed up cyle so I can end up wtih headaches every day all month.
My current neuro listened to me and agreed that they are cycle related and wrote a letter to my gyno strongly suggesting he do something to stop my cycle.
Because I also have issues with bleeding my gyno is a little more concerned about that but the first thing we tried is an IUD which if it works will take care of both issues.
Keep your chin up, it may take a while to find what works for you but finding the right doctor is a big step. A headache specialist or real good neuro is the way to go, most GP's just don't know enough to be a help.