The Hospital in London that I am under at the moment is now in the process of trialling Oxygen for migraine. I have not come across Carbon Dioxide being helpful, but that doesn't mean to say that it is not.
The reason Oxygen works for Clusterheadache is that it constricts the blood vessels in the head only, and not the whole body as Imitrex does. With Clusterheadache sufferers the blood vessels in the head swell up to 20 times their normal size, with Migraine the bloodvessels swell up to 2 or 3 times their normal size.
I have got this information from the Neuro I am under who is a world leader in research into Clusterheadache and Migraine.
Whatever my headache turns out to be is almost irrelevent here, I just know O2 works for me! But it must be high flow and with a non-rebreather mask, otherwise it doesn't work!
Hope you all find this helpful, please ask if you want any more information.