I'm sorry, both for your pain and for the fact that I know nothing about your condition. I do know something about pain, and the fear of a sudden onset of a terrible attack, both of which are your lot as well. What has your research turned up regarding treatments? God bless. lance

A search of the web site of one of the best headache docs in the country revealed little of help.
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"Orgasmic and Exertional Headaches: The Same or Different?
Although orgasmic headaches and Exertional headaches are two separately classified disorders, they have many similar characteristics. This led a recent study to review the degree of overlap of these two relatively uncommon primary headache disorders in terms of coexistence, symptomatology, and response to treatment with indomethacin, a medicine to which both conditions are known to frequently be responsive to. For the study the records from a headache care and research center were queried for all patients with headaches associated with sexual activity, orgasmic-type. These patients were then retrospectively reviewed to see how many of their headaches also met IHS criteria for primary Exertional headaches, primary thunderclap headaches, and migraine with or without aura. The patient’s responsiveness to pretreatment with indomethacin was also reviewed. A total of 15 patients met the criteria for primary headache associated with sexual activity, orgasmic-type. Of these 15 patients, 10 also fulfilled the IHS criteria for primary exertional headaches, 4 met the criteria for primaryTHUNDERCLAP headaches, and 7 had a history compatible with migraine with our without aura. All patients diagnosed with primary headache associated with sexual activity, orgasmic-type, responded well to pretreatment with indomethacin, as did all who treated preemptively for primary exertional headaches. The study concluded that 66.7% of patients seen for primary headaches associated with sexual activity, orgasmic-type also fulfilled the IHS criteria for primary exertional headaches, and all who treated preventively with indomethacin responded well. This led the authors of the study to assert that because these two unusual headache types appear to have much in common; it is conceivable that they may actually be two slight variations of the same underlying disorder. The relationship between orgasmic-type headaches and exertional headaches warrants further research."

Ask you doc about a trial of Indocin. It's a fast acting med and no side effects of concern if dosing is moderate and/or brief.
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From a different source.

Curr Pain Headache Rep. 2013 May;17(5):334.
Headache attributed to cranial or cervical vascular disorders.
Kapoor S.
SourceUniversity of Kentucky, Lexington, KY, USA. sidkapoor@uky.edu

Abstract
Cranial or cervical vascular disease is commonly associated with headaches. The descriptions may range from a thunderclap onset of a subarachnoid hemorrhage to a phenotype similar to tension type headache. Occasionally, this may be the sole manifestation of a potentially serious underlying disorder like vasculitis. A high index of clinical suspicion is necessary to diagnose the disorder. Prompt recognition and treatment is usually needed for many conditions to avoid permanent sequelae that result in disability. Treatments for many conditions remain challenging and are frequently controversial due to paucity of well controlled studies. This is a review of the recent advances that have been made in the diagnosis or management of these secondary headaches.

PMID:23584563[PubMed]
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Curr Pain Headache Rep. 2013 Jun;17(6):337.
Primary exertional headache: updates in the literature.
Halker RB, Vargas BB.
SourceDepartment of Neurology, Mayo Clinic College of Medicine, Scottsdale, AZ, 85259, USA, halker.rashmi@mayo.edu.

Abstract
Primary exertional headache (PEH) has been recognized by the International Headache Society as a primary headache diagnosis since 1994. It is an uncommon, self-limited, and short-lasting disorder that is precipitated by exertion and is frequently comorbid with migraine. PEH shares a number of features with other headache disorders, including thunderclap headache, primary cough headache, and headache associated with sexual activity. Upon its initial occurrence, PEH requires a thorough neurologic evaluation and imaging studies to help eliminate possible underlying secondary causes, including subarachnoid hemorrhage and sentinel bleed. Although PEH is incompletely understood with regard to its epidemiology and pathophysiology, it is generally considered to be a benign disorder that is self-limited and responsive to trigger avoidance and indomethacin.

PMID:23606018[PubMed]

As Bob points out Indocin is worth a shot. If it works, it will feel like a miracle. If it doesn't, it's one more thing to cross off the list. God bless. lance

I dont know about other people I think everyone might do something different.  I dont know what thunderclap HA are, never heard of them.  Like most here though I know about pain.  I dont have O2 or imitrex injections, no insurance.  So when I get an attack I have to ride it out.  Sometimes I'll take a super crazy hot shower dont know why but it usually calms me down and I can ride out the most severe part of it.  Other times if that doesn't work I'll walk from the front of my house to the back as sitting still or laying down is not optional.  Sometimes I just get down on my knees hold my head and rock back and forth like I'm praying or something.