As a runner I recall people discussing exercise-induced migraine, which sounds like what you might have.
With the CFS I usually have some sugar on board when I work out otherwise my body loves to go into anearboic mode and burn up muscle, and the muscle wasting, i.e Rhabdo -- might be rare in regular population but not for people with CFS (
https://www.forbes.com/sites/brucel...ppen-when-you-work-out-too-much/#db7781624d22) and I use this product because of the Tumeric and Tumeric is good for migraines (
https://www.amazon.com/Vega-Sport-P...id=1532807956&sr=8-3&keywords=vega+sport&th=1) -- I usually have it or another Vega sport drink during exercise, I regret life if I don't - usually.
I also have a recovery protein shake with a lot of L-Glutamine.
I get migraines once a month from hormonal shift and I use GInger. I've gone to the doctor 3 times for migraines and had a script of Oxy at one point they were so bad but actually, yeah GInger works. I start to get one and I'll make a smoothie with a whole thumb of ginger in it. If you hate ginger they also have caps of it from the NOW company.
Not sure if this is helpful in any way, since I don't know your age, gender, activity level, time with the illness, comorbid conditions, current health situation etc. etc. So not trying to armchair ya' and say "DO THIS" -- cause that's really annoying ;-P
But maybe this will give you a direction to look into.
All the best
EDIT -- IMPORTANT -- Ginger and Tumeric interact with some medications, blood thinners, blood pressure, heart medication, stuff that can kill. So definitely don't try them out unless you double check first to make sure it won't hurt anything

((Hugs)) Don't want to harm anyone.