I'm sure you have had your share of well meaning advice. But have you checked out PEMF devices? There is evidence that therapeutic pulsed EM helps reduce migraine pain [1], among a lot of other positive effects. The selfhacked.com guy heavily endorses a device called ICES which costs "only" around $400 (but is of course weaker than the heavy duty devices since it runs on a 9V battery).

1: https://www.ncbi.nlm.nih.gov/m/pubmed/11279973/