Fastest "possible" fix with no insurance that I can think of is Batch's D3 regimen. Worked 95% for me. Stick D3 in the search box, there's tons of info.

Good luck!

Thanks in advance for all advice.

The O2 folks will advise dealing with a welders' supply house. Cheaper than medical supply and no issues re. quality/purity. (See the Oxygen buttons, left, for useful information.)

If the advantages of a pill abortive is a necessity for you, this med is, on a per cost basis, around $5/dose. A number of us have had excellent results with it. (You will need an Rx.)
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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]