Is it just a migraine?

I’m 31 + 1 weeks today, yesterday I was sent to L and D for assessment because I had been having a wicked headache for three days straight. I get to L and D and they don’t ask for a urine sample no blood draws, all they do is hook me up to fluid and gave me some medicine, my bp was perfect. The meds worked.....for about 5 hours, then the headache came back. Slept maybe 5 hours and woke up again with the same splitting headache, they want me to go back to L and D but the doctor is saying they think it’s just a migraine....should I be more worried or just leave it as it is?