M.R.
Absolutely get him checked out ASAP and yes, do track these headaches. Unless you have other, real evidence that he tries to "get out of things" by coming up with excuses, I would not assume that these headaches are just made up. You are right to feel you should not ignore it.
Allergy medications dry you out -- they usually are all about drying up your head and throat etc. and that may be dehydrating him. Combine the fact he's on allery meds with the tendency of many kids this age to forget to drink WATER (or say they don't like water), and he may be dehydrated, even if he never, ever says he feels thirsty. If he drinks any kinds of sodas or even "healthy 100 percent fruit" juices, those all make him feel full of liquid after a relatively small amount, but he's not getting a lot of hydration out of them.
I would start getting a lot more water into him, tracking how much, tracking the frequency and time of day etc. of the headaches and I'd get in to see the doctor. Ask the doctor about blood sugar levels as well, and when to get those tested for the most accurate result. He may have low blood sugar at certain times in the day -- that is another reason to track when he feels the headaches. If they seem to happen a certain amount of time after a meal or snack, he may be having a sugar crash.
Don't wait for the doctor to "notice anything wrong" but be proactive about discussing blood sugar, his eating times and what he eats, hydration, and his current allergy meds.