Seems like this post is written either hastily or out of desperation (which I pretty much understand)
Could you make a list of drugs, dosage and the effect. From the post I reckon, none has worked. Make a headache diary and try to find out a trigger. It takes a while. Meanwhile, search for a headache center in your area and get an appointment.
There are tons of other medications than what you have already tried and may be you want to fire your neurologist (She should not have sent you on injections so quickly).
May be more information can be helpful, your age, lifestyle, gender, any other health conditions (and medication for that etc. etc.)
Diagnosed March 2007 with left sided UC at the age of 30.
Colazal 9 daily, Imuran, 200mg daily, Vit. B12, 1mg, Multivitamin, 1 tablet daily, Fish oil 2400mg daily, Vit D 2000 IU daily.
Verapamil 320mg for migraine, Migraine episode now at least 4X a month,
Nabumetone 750mg as an abortive, so far so good with GI side effects.