Yes, the headache part did settle down for me after a few weeks. I haven’t had any migraines with aura myself, so can’t say anything about that, but the bad progestin headache (I get it from all progestagens) did settle for me.
It felt a bit like the mirena dumped a big dose of levonorgestrel in my system when it was placed and that caused the headache, neck pain and insomnia. Mirena gave me bad lower back pain too and low mood, but I had a mirena before that was more tolerable back then. I guess I’ve gotten even more intolerant to levonorgestrel in perimenopause. I had my second mirena removed after 4 months, because besides the side effects, it felt like it was piercing my uterus before my period and I didn’t want to get that pain again next month (I wanted to give it 6 months, but I wasn’t expecting all my side effects to resolve at that point).
I know multiple people that like the mirena a lot, so I think it is worth it if you don’t get any mood or permanent pain side effects like me. The first few months can be a bit rough though.