Thanks for using the forum. I am happy to address your questions, and my answer will be based on the information you provided here. Please make sure you recognize that this forum is for educational purposes only, and it does not substitute for a formal office visit with a doctor.
Without the ability to examine you and obtain a history, I can not tell you what the exact cause of the symptoms is. However I will try to provide you with some useful information.
It sounds like you are suffering from headaches in addition to other symptoms. Hormonal therapy is beyond my area of expertise so I can not comment further the delay of your menses, but in general, headaches can certainly be worsened by certain hormones such as progresterone or estrogen. Headaches that are influenced by hormones are sometimes difficult to treat, but as you mention above, once the hormone that is the problem is addressed, the headaches typically improve.
If the worsening of a headache coincides with changes in hormones, two things that need to be kept in mind as causes of the worsening (besides just the hormone level changes) are venous sinus thrombosis, or clotting of the veins in the head (which can be tested for using a study called an MRV, a type of MRI) and idiopathic intracranial hypertension, also known as pseudotumor cerebri, which is due to elevated pressures of CSF (the fluid that bathes the brain and spine) and occurs in overweight people and/or those taking certain medications. This is tested for using a study called a lumbar puncture (spinal tap) to measure the pressure of the fluid.
One important thing to keep in mind until your hormonal problems are sorted out is that over-medicating due to a bad headache can make the headache much worse. This is called a rebound headache or medication overuse headache. : medications as simple as tylenol or advil if used too much can cause rebound headaches that are even worse then the headaches for which the medications were started for. This is very common and is most likely to occur with use of any medication for your headache more than a few times a week. It can occur with all the commonly used headache medications such as ibuprofen, triptans (such as imitrex), fioricet, and commonly with any type of narcotic such as tylenol #3, dilaudid, percocet, etc. The treatment is difficult, but basically involves weaning off the offending agent and replacing it with another that is later weaned off, combined with a more long-term solution. This should be done under strict guidance by a specialist, preferably a headache specialist, or else the headache will not improve and withdrawal side effects can occur.
Continued follow-up with your neurologist and gynecologist is recommended.
Thank you for this opportunity to answer your questions, I hope you find the information I have provided useful, good luck.