Hi Claire,
i started HRT and it made my migraines a 100 times worse, virtually every single day i was taking Sumatriptan and/or codeine. Prior to HRT, i was getting migraines more frequently, 2 - 3 times a week hence i went to see a menopause specialist GP privately who then prescribed oestrogen patches and utrogestan daily.
See my other posts but i abruptly stopped HRT as it was making me seriously ill - I didn't wait 3 months to see if it would improve (as we've been told to do) as that's just plain stupid if you know its actually making you a huge amount worse than before you started HRT.
To cut a long story short, i started taking progesterone cream only and migraines (and bad headaches) have pretty much stopped. My sister has had the same experience (she's 51) and her main menopausal symptom was the increasing migraines & feeling more stressed/anxiety.