Headaches

I am currently 36w5d for the past month I have an extremely bad headache every single day. It never fails. It starts as soon as I wake up and no amount of Tylenol has helped get rid of it. My doctor keeps telling me it's a normal pregnancy symptoms and that if Tylenol doesn't help then I just have to kind of deal with the pain because there isn't anything else I can take. Is anyone else suffering from these terrible headache and found something that helped relieve them? I need some type of relief this pain has me in bed all day sometimes in tears!