I have had this type of migraine for years. I have to say that it seems to be somewhat improved since being on CPAP but it is hard to say with any certainty since I have not been using therapy that long. I have high hopes for a permanent improvement.
I have had a good bit of luck with the meds my doc has had me on for a couple of years now (all prescription). Some of the meds are being used "off label" but anytime I try to change the line up I go back to having major problems. I hate taking the meds and I am sure I will be tempted to cut back now that I am on the CPAP. When I have gotten into one of those migrains that seems unbreakable (7-10 days), he usually puts me on a prednisone taper. That always breaks the headache.
I really feel for you, it is so excrutiating and life altering, but if you find a good combination of meds or vitamins it could be the answer you need.