I got my Nitrox card right after I finished OW, before I did my first non-training dive. In my first 30 or so dives, over half of them were with Nitrox. Of those, I had a number of dive days where, by the end of the 2nd dive or immediately thereafter, I got a bad headache. Sometimes it started while I was still in the water. Sometimes, it came on just after I got out. BAD headaches. Narrow vision. Slight nausea. On every occasion but one where I got a headache, I had been diving air. One dive day in the Outer Banks, in July, I dove Nitrox and did get a headache afterwards, but it was not nearly as bad as previous occasions.
I was concerned about it all enough that I went to my doctor about it starting around May, I think. I have now had an Echocardiogram to screen for PFO (don't have it, but was afraid microbubbles might be crossing my heart and going directly to my brain to cause the headaches), and a CT scan of my sinus cavities, and been to an ENT (Ear, Nose, and Throat specialist, who happens to be an experienced scuba diver himself). The explanation seems to be that I have had acute sinusitis (and relatively frequent sinus infections), apparently due to mild allergies. Basically, I have had just a slightly drippy nose for so long that I was taking Zyrtec every day and no longer even noticing my own occasional *sniff* because of a little tiny bit of runny nose. The ENT looked at everything and scoped my sinuses and said I had chronically inflamed mucosal(?) tissues in my sinus cavities.
I am now off the Zyrtec and taking Flonase every day. The ENT said Zyrtec would thicken the mucosal lining and make it harder to equalize my sinuses. I did a course of steroids for my sinuses. And, at my ENT's direction, I'm using Afrin (a decongestant) every morning of a dive day. Since I switched to daily Flonase and Afrin on dive days, I have not had any post-dive headaches (in roughly 15 dives). But, I have also only been diving Nitrox - except for some short, shallow dives on air.
So, I feel like the primary problem with my headaches was deep internal sinus congestion. But, a contributing factor to headaches versus not seems to be whether I was on Nitrox or not. I can only speculate, but it seems like the enriched oxygen content in the Nitrox may have been, in some way, making up for the clogged sphenoid sinuses I had. I don't really know.
What I DO know is that, in addition to the other possible explanations for your headaches, it could also be sinus congestion. And the congestion can be in other sinus cavities than your Frontal or Maxillary cavities - i.e. your Sphenoid or Ethmoid sinus cavities, in which case you might not even realize you were congested there. I didn't.