Bad headache??

So I’ve had a really bad headache since about 3 it’s now 10:30 . I took 2 pills that the doctor gave me for headaches and I been laying down in the dark and it seems to not go away. Should I be concerned ? I’m 37 weeks and 5 days . I just thought about it that the past 3 days I had noticed that I had a small dizzy spell at least once everyday for the past days . I don’t know if it’s connected or not . What should I do?