I'd recommend more research on gluten-free to be sure of details.

I don't think going gluten-free has to be expensive if you don't go for gluten-free products which resemble foods that would normally have gluten. On the other hand, you do have to take complete control of what you're eating. For example, most soy sauce has gluten in it.

Alicorn, this is a tentative suggestion, as in it might be worth the aggravation but I'm not sure. Have you posted a detailed description of your headaches?