Ouch. 2 immediate suggestions. Go to this website, it's our sister site, it explores alternative methods of dealing with CH. Psilocybin Mushrooms, RC seeds, it's provided relief for some of our worst cases on this board when traditional medications failed them:

Clusterbusters.com

Then go to the medications section of this board, and read the post "123 pain free days and I think I know why." It's a daily anti inflammatory regimen. It's providing a lot of relief to members on the board, many within days of starting it.

Having to teach your doc how to treat CH....sadly it's a common occurrence. If you run into a wall getting the 02, welding oxygen is jjust as pure, comes out of the same tanks as the medical 02 does. Many on this board have used it successfully for years.

Welcome home.

Joe

It would be helpful if you would give us a list of the meds you have tried. Otherwise we can only shotgun a list of our favorites or common used. That doesn't give us any focus for suggestions and you will end up saying, no, no, no.

Are you now seeing a headache specialist? So many docs lack training & experience in headache that it often takes folks years of wandering about trying to find good help.

Beyond trying the major meds in this area, the issue of appropriate dosing is critical. Again, we have found so many docs are too conservative, often usng quite out of date guidelines--witness th O2 issue you mentioned.

The PDF file, below gives the latest evaluation of major 
meds. Check it against your experience and tell us if there is anything new on this list and see dosing recommendations against your experience.

One abortive which is not there and which has proven very effective for some of us.....

Headache 2001 Sep;41(8):813-6 

Olanzapine as an Abortive Agent for Cluster Headache.

Rozen TD.
Department of Neurology, Jefferson Headache Center/Thomas Jefferson University Hospital, Philadelphia, Pa.

OBJECTIVE: To evaluate olanzapine as a cluster headache abortive agent in an open-label trial. BACKGROUND: Cluster headache is the most painful headache syndrome known. There are very few recognized abortive therapies for cluster headache and fewer for patients who have contraindications to vasoconstrictive drugs. METHODS: Olanzapine was given as an abortive agent to five patients with cluster headache in an open-label trial. THE INITIAL OLANZAPINE DOSE WAS 5 MG, AND THE DOSE WAS INCREASED TO 10 MG IF THERE WAS NO PAIN RELIEF. THE DOSAGE WAS DECREASED TO 2.5 MG IF THE 5-MG DOSE WAS EFFECTIVE BUT CAUSED ADVERSE EFFECTS. To be included in the study, each patient had to treat at least two attacks with either an effective dose or the highest tolerated dose. RESULTS: Five patients completed the investigation (four men, one woman; four with chronic cluster, one with episodic cluster). Olanzapine reduced cluster pain by at least 80% in four of five patients, and TWO PATIENTS BECAME HEADACHE-FREE AFTER TAKING THE DRUG. Olanzapine typically alleviated pain within 20 minutes after oral dosing and treatment response was consistent across multiple treated attacks. The only adverse event was sleepiness. CONCLUSIONS: Olanzapine appears to be a good abortive agent for cluster headache. IT ALLEVIATES PAIN QUICKLY AND HAS A CONSISTENT RESPONSE ACROSS MULTIPLE TREATED ATTACKS. IT APPEARS TO WORK IN BOTH EPISODIC AND CHRONIC CLUSTER HEADACHE.

PMID 11576207 PubMed

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Olanzapine has a brand name of "Zyprexa" and is a antipsychotic. Don't be put off by this primary usage. Several of the drugs used to treat CH are cross over applications, that is, drugs approved by the FDA for one purpose which are found to be effective with unrelated conditions--BJ.
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Since this abstract was first posted Zyprexa has appeared in some lists of recommended meds for CH. [BJ]