Headache. 2009 Jan;49(1):136-9.
Cluster headache during pregnancy: case report and literature review.

Giraud P, Chauvet S.

Centre hospitalier d'Annecy, Service de Neurologie, Metz-Tessy, France.

A 32-year-old pregnant woman presented with cluster headache (CH) during the third trimester of a normal pregnancy. Pure oxygen mask inhalation was ineffective, and intranasal lidocaine applications were realized associated with oral methylprednisolone, given at 1 mg per kg once daily. These treatments rendered the pain tolerable and the pregnancy went to its term with no consequence on the baby. This case of CH attack during pregnancy raises the issues of the influence of sexual hormonal changes in women with CH and the way to treat this disease in such circumstance. To date, there are no therapeutic guidelines available; this case suggests some possibilities.

PMID: 19125883 [PubMed
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I have two longer articles which I can send via e-mail. They are PDF files, so you need a reader. If you want them send me your e-mail address via PM.
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After posting this stuff, did some more digging and found:


Cephalalgia. 2009 Jan 19. [Epub ahead of print]
Treatment of cluster headache in pregnancy and lactation.

Jüergens TP, Schaefer C, May A.

Department of Neurology, University of Regensburg, Regensburg, Germany.

Jüergens TP, Schaefer C & May A. Treatment of cluster headache in pregnancy and lactation. Cephalalgia 2009. London. ISSN 0333-1024Cluster headache is a rare disorder in women, but has a serious impact on the affected woman's life, especially on family planning. Women with cluster headache who are pregnant need special support, including the expertise of an experienced headache centre, an experienced gynaecologist and possibly a teratology information centre. The patient should be seen through all stages of the pregnancy. A detailed briefing about the risks and safety of various treatment options is mandatory. In general, both the number of medications and the dosage should be kept as low as possible. Preferred treatments include oxygen, subcutaneous or intranasal sumatriptan for acute pain and verapamil and prednisone/prednisolone as preventatives. If there is a compelling reason to treat the patient with another preventative, gabapentin is the drug of choice. While breastfeeding, oxygen, sumatriptan and lidocaine for acute pain and prednisone/prednisolone, verapamil, and lithium as preventatives are the drugs of choice. As the individual pharmacokinetics differ substantially, adverse drug effects should be considered if unexplained symptoms occur in the newborn.

PMID: 19170693

I was fortunate that I did not have a cycle while pregnant, but from what I've observed here over the past 8 years, is the women who HAVE gotten attacks while pregnant were able to abort using Oxygen.  From what I've gathered it is very safe to use while pregnant.

Make sure you try to get your Neuro (if you have one) and OB to work together on a regiment that is right for you and your baby.

Take care and congrats!
mel

Honestly, I'm not doing it; I'm having loads trouble with this cluster since I'm pregnant. I haven't been to work all week, and I can hardly eat for the residual headache I have in between attacks and I can't sleep for more than a few hours at a time. I'm at my wit's end, and I'm not sure what to do. I've had sphenopalatine ganglion blocks before, and they seemed to help, but the MD who performed these does not like to do them on pregnant women (although lidocaine seems safe during pregnancy). I'm waiting to hear if he will treat me or not, but don't know what to do with myself until then.
I wanted to thank y'all for your responses and kind words; it's nice to know there are people out there who don't think this is some made-up illness.