Welcome aboard Gonzalo. I read your post with a great deal of interest. As it happens, I was prescribed a very similar concoction from the doctors at the New England Center for Headache in Connecticut. Dr. Tepper had me take magnesium, and Vitamin B - specifically B2, B6 and B12. He didn't want me taking a complex though, he suggested that I take each one as it's own pill and not use one that mixes the B vitamins.
L-Tryptophan, melatonin, kudzu, caffeine and taurine are also supplements that people here have used with varying degrees of success.
Your suggestion to the connection of seratonin is pretty sound. The triptan class of medications works on the 5HTP1b/1d (5-hydrotryptophan) receptors in the brain by activating the seratonin pathways. I have tried 5HTP supplements as well with some success - not sure if you can get them where you are, but I bought mine at a drugstore here called Walgreens.
There is a new neuropeptide medication being explored as well. CGRP receptor antagonists (calcitonin gene-related peptides) are being studied by several pharmaceutical researchers for use in migraines (and by proxy that's how we CHers get most of our meds). It appears that in most CH sufferers (some companies like Merck are looking very specifically at CH for these) our CGRP levels, activated by the trigeminal ganglia, are at significantly increased levels. The preliminary results in the studies that have been completed look very promising for the CGRP receptor antagonists.
The beauty of the CGRP drugs is that they are able to treat the pain without the vasoconstrictive properties that triptan medications have. It is one more avenue that we can look to, for help relieving our suffering. Most of the things you mentioned also affect the CGRP receptors, the same way they affect the 5HTP receptors.
Unfortunately, it leaves a problem - they don't use the seratonin pathways for their modality, yet they are showing equal and greater effectiveness to the triptans. Because CH gets studied as a secondary to migraines in most of the studies, it's hard to know where to look for the specific answers to what really is the trigger to the pain.
Isolating the 5HTP and CGRP receptors has been a great advance, but all they know of it in regards to CH is that it's still a symptomatic result and not causative. Both activate the trigeminal ganglia and cause the unilateral trigeminal autonomic symptoms that the IHS lists as criteria for CH.
Additionally, Prof. Peter Goadsby and his colleagues have about 7 studies out now, that has caused the IHS to reclassify CH as both a primary (it was previously thought of as only a primary) AND a secondary headache disorder - secondary to pituitary disorders. According to Prof. Goadsby back in July of 08, when you are a secondary CHer, the only effective treatment is to remedy the pituitary disorder.
When you analyze all the information and data that's available, it all has solid merit and I believe should be investigated fully - since they believe the origination of CH begins in the suprachiasmatic nucleus in the hypothalamus. The neuropeptides and amino acids that come into play, all have an effect on the hypothalamus (some more than others) and/or the pituitary gland.
I am not sure if O2 has any effects with the above receptors or not - I don't think there's been anything studied to that extent when speaking about using O2 as treatment, whether you abort, transition or prevent with it. It will be very interesting to watch and see if there are any correlations made. I haven't done enough research with the O2 and the neurons, neuropeptides, amino acidds and other factors to be able to even hazard a guess at it's modality of treatment.
Keep us posted about your eternal spring!

The SCN in the hypothalamus governs the circadian rhythms and that is one reason they think that melatonin and other methods (like seasons) that effect the body clock and circadian rhythms seems to work.
Thank you for taking the time to share your experiences, you have some very sound reasons for your belief in the treatments that work for you. The language barrier does seem to make things harder to interpret correctly, but I think you did a terrific job!
Cat
Disclaimer: I am not a Doctor, researcher or scientist - all the information I posted is readily available to anyone who wishes to take the time to read the books that are available, the medical journals and abstracts, and the clinical studies (past and present) that are available - most of them on the internet for free. I own several books on CH that I have accumulated over the years, including Dr. Kudrow's book on Cluster Headaches that is no longer in publication, and have spent many years researching the technical and medical research on the modality of treatments as well as the causative aspects of CH.