Hi Nula, I'm so sorry to hear about this - it is a horrible situation to be in. There are other ladies with more knowledge about migraine than me (especially ElizabethRose whose knowledge is encyclopaedic), so I hope one of them will be along soon to give some detailed advice.
Meanwhile, I would just like to say please don't lose hope - I am also a migraineur, having had two types of migraine - classical & ocular, the first starting at around age 18 & the second from late 30s-early 40s, BUT I am also on HRT and have not had any migraine since starting it 2 years ago. Though I should perhaps add that my classical migraine episodes had stopped after my final period i.e. 3 years before starting HRT, though the ocular type continued. The relevant point is that HRT didn't bring my migraines back.
You don't say what type of HRT you are on, but transdermal methods are thought to be OK for women prone to migraine. I use a combined patch formulation for just this reason. So if you are on oral HRT, it's possible that swapping to a transdermal method of delivery (patch/gel) would be more suitable, or if you have already tried one or more transdermal types (you say "various"), that there might still be another you could try.
Vagifem or another type of topical oestrogen should help with dryness, if you are not already on this. Though I had headaches when I first started Vagifem - these were not migraines & settled as my body got used to the extra oestrogen, which I started some months before systemic HRT, so I would hope, if you exhaust all systemic options, that topical oestrogen should at least provide relief for the GU symptoms & not be troublesome in terms of provoking migraine. I do hope you are able to find a regime that works for you.