Headache after shot?

Has anyone had a headache after the vaccine? I was fine after the first shot but after the second I got a horrible headache. I got the second shot a little over three weeks ago. I know headaches are a side effect, but 3 weeks later??? Shouldn’t it be gone by now? It does go away with Advil but comes back 😞 my doctor blew me off and told me it was a potential side effect but how long will it last?