i always, virtually without fail, find that a conscious breathing practice will quickly stop a headache, as it is a very effective way of removing toxins from the body.
Another very effective way is enema.
Both usually take about half an hour.
Better in long run is to change diet (and some other factors) which i have found prevent the headaches (and most disease) from coming in the first place.
i can share more info. & instruction on request.
Namaste