Headache wont go away

So, I've had a killer headache since Saturday night. I've tried Tylenol, a cold compress on my head and neck, some caffeine, a hot shower, sleep, EVERYTHING and while with something I've gotten minor temporary relief, it still comes back and full forced.

My doctor had told me Tylenol is the only safe option while being pregnant.

I'm running out of options and I keep crying from being frustrated and obviously that's making it worse!

Anyone have any advice?