There can be so many triggers for migraines. Considering there has not been a change in your HRT regimen, it is highly unlikely it would be the cause. As someone who works as a medical provider, my recommendation would be for you to keep a log or journal of the headaches- what time did they occur, the duration, the symptoms, any auras or other phenomenon before or during the headaches. You also should check your sleep (are you sleeping less or more), diet (caffeine, sugar, carbohydrates, are you eating enough), exercise or activity level, and stressors/anxiety, habits (tobacco, alcohol,etc). I think if you do this you may be able to find some links and potential causes, which you can then talk to your provider about. There are some simple pharmacological options you can do to "reset" the headaches which would be a more suitable option up front before looking at using daily medication, but if you find some relations in your journal or log, lifestyle changes can have a dramatic and positive impact. I hope you can find some relief.