Using Progesterone Suppositories

It was found that I have low progesterone, which could have been causing me to miscarry (my husband’s morph is poor so who knows), so I started taking a progesterone supplement 3 days after testing positive on an opk. It is totally working as I went from a level of 10 around day 21 to now 22 around day 21. This was great to see, but the side effects of it are starting to be unmanageable. Do any of you get bad headaches while on it? I’ve now had a headache for 3 days that no pain killer touches. I’m used to similar headaches around my cycle, but this is super concerning and annoying at this point.