Migraine sufferer here too. Found out the tannins in black tea are the main cause of mine. I cut that out and I didn't have one for 6years until I fell pregnant. I try to limit the drugs I'm on as I took to many years ago and probably shot my liver. But I was on a caffeine based sandomigrain (sp?) that was to be taken at the first sign of an attack. Worked great but u can't take them too often and I have no idea if they are safe during pregnancy. I can see why the dr says to have caffeine though as it's a vasodilator and helps open up the arteries getting more blood to the head.
This pregnancy i went to the chiropractor as I have an 8 month old and was too sick to move. Did wonders for me, still have ms but I can function. Also started taking berocca (B vitamins) which helped with the nausea. I have still severe headaches now but haven't had a migraine since 6weeks.
Hugs though I hope u find some relief soon migraines are truly horrible.