Migraine and Allergy
There is no “allergy headache” and the word “allergy” is not even listed in the index of the International Classification of Headache Disorders 3 Beta. Allergic symptoms can aggravate migraine indirectly, and can be an aggravating feature for migraine, but there is no direct allergic pathophysiologic mechanism causing headache. An allergic reaction is an antigen-antibody reaction, where the antigen is a foreign protein like cedar pollen and the antibody is another complex protein made by the immune system.
Many different chemicals cause vasodilation and therefore aggravate migraine headache. This is why MSG, chocolate, tyramine in aged cheese, and nitrates in hot dogs may aggravate migraine. There is a relationship between the ingestion of such a chemical and headache, but the headache comes because of vasodilation caused by the offending chemical (i.e. chocolate) not from an allergic reaction.
See the article on Allergic Rhinitis.