E definitely causes migraines.
Whenever I stopped taking it, by the 3 day mark I'd have the worst migraine imaginable, one that continued through sleep and through just about any painkiller I could get my hands on. It only goes away when you either add more E to counter withdrawal, or rehab yourself off it long term. E dependence is like opiate addiction apparently, when you stop taking it, it hurts.
I still notice a headache sometimes, but nowhere near as bad as they ever were on the dreaded E. I would say after lowering my levels of everything and starting T almost all aches and pains have gone. But things have definitely changed, in the brain. Dreams and sleep feels different, sexual stuff feels different, so I suppose I shouldn't be shocked if headaches have changed too.