Hey Xavier,
The terror of this condition is well known 'round these parts, but with any luck, that will will be dissipating significantly for you and soon, because we'll be sharing very effective ways to beat or minimize the impact of this beast.
QueenHeart already set you on some good paths, I'll just add a bit here.
O2. It has to be administered right at onset, hence it's failure whenever anyone arrives at the ER with a full blown attack. There are guidelines in the
oxygen info link to the left of this webpage that will greatly increase the effectiveness of your O2 use. You won't get this info from any doctor. With the exception of the occasional headache specialist, doctors (includiing rank and file neurologists) are unfortunately completely untrained, blithering, ignorant idiots when it comes to CH, and often do as much harm as good.
So a good strategy when taking the conventional med route is to use O2 as your first line abortive, and reserve the very powerful (and expensive) sumatriptan injections for your ace in the hole back up abortive if necessary. This imitrex tip is CRITCAL: Multimedia File Viewing and Clickable Links are available for Registered Members only!! You need to

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Preventatives. There are all manner of toxic drugs with real side effect risks that most of us here have used, many of us still do, but get this: lately it's become much too hard to ignore the fact that there is a non toxic, but illegal
mushroom (psylocibyn) that when eaten in a small sub hallucinogenic dose, CH folks have been having tremendous success with, even to the point of knocking out entire cycles.
So promising in fact that this CH treatment has been covered recently in Newsweek, a National Geographic special, etc., and clinical trials are under way at Harvard Medical, etc.
I advise you to go directly to Multimedia File Viewing and Clickable Links are available for Registered Members only!! You need to

or
without passing go or collecting $200 to ask about it and research it there.
Here's a long but informative video on the subject:
Multimedia File Viewing and Clickable Links are available for Registered Members only!! You need to

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One more thing: Unfortunately very few of us responders will see this first post of yours in it's current location - I advise posting your topics directly in the "Getting To Know Ya" or other board topics sections.
Hang in there man - you're gonna get this under control.