dealing with an aura, especially your first one is a frightening experience; you're also in a very special situation. I would let your ob-gyn know about the headaches right away..you're seeing him/her weekly, right? It may be a hormonal situation that is tied to your pregnancy, it may be due to the stress of the upcoming birth, but you still need to let them know.
Keep a journal of what happened; talk to them and hopefully this will end soon!
Good luck and congratulations on the birth of you baby.