CarryWarry, I'm sorry to hear about your headaches, it must be so debilitating. I wonder if they are migraines? A lot of women develop migraines when they reach the menopause and I suddenly started having silent migraines (aura without headache) when my oestrogen levels tanked. Like you, I had a Mirena coil at the time and after many consultations with various specialists, it turned out that the cause was low oestrogen in conjunction with all types of progesterone used in contraception and HRT preparations. I had no history of progesterone intolerance pre menopause and was able to tolerate the pill and the Mirena without getting migraines. It would appear that post menopause, my body rejects progesterone - Nightowl on here has had a similar experience.
I now have a high oestrogen, low dose progesterone HRT regime but I have been advised to have a hysterectomy long term. I need a very high dose of oestrogen to feel good.
When did you have your Mirena coil fitted? It could be that you don't tolerate the progesterone and it's causing your headaches. You would probably be better off using a high dose of Oestrogel (4 pumps every day) to try and counter the effects of progesterone in the coil. Women with migraines are advised to use transdermal oestrogen rather than oral forms.
I agree it would be a good idea to seek advice from a migraine specialist like Professor Anne MacGregor. A former member called Elizabethrose was brilliant on migraines having suffered so badly herself. Have a look at her posts on here.
I hope that helps.