Did they give you Nitrates during your test?
I also had a stress test this week. and like you, I had a Thallium test as there is a national shortage of myoview. Any strong headache should be reported to your doctor, and at the same time, several aspirin tablets should be ingested.
That being said, I'm betting you were told not to have any beta blockers, in my case no slow-release nitro pills, and certainly no caffeine. Withdrawing from these products all could result in a headache. I haven't checked if Thallium causes headaches. I did get a headache, but not severe and rationalized it as a withdrawal from caffeine, which happens with I'm isolated from the precious brew. I'm from the NW where strong coffee is revered.
Hope the headache is gone and trust your stress test shows no problems. Let us know, keep us informed.
I don't want to alarm you unnecessarily and your doctor should be aware that there are contraindications to cardiac stress testing include acute myocardial infarction within 48 hours, unstable angina not yet stabilized with medical therapy, uncontrolled arrhythmia, which may have significant hemodynamic responses (for example ventricular tachycardia), symptomatic severe aortic stenosis, aortic dissection, pulmonary embolism, and pericarditis. I assume you don't have a history of the above conditions.
Major side effects from cardiac stress testing can include palpitation, chest pain, shortness of breath, headache, nausea, or fatigue.