Acupuncture is very effective for calming nerve inflammation. My husband has used it and it has been a life saver for managing pain due to back problems (pinched nerves due to crushed discs). It has been pretty miraculous for him; I'm not the sort who normally likes to think outside the box for medical care, but I have seen the results of acupuncture and it's amazing.
My husband has had a longtime issue with cluster headaches, and we did ask his acupuncture doctor about it. His doctor said that for migraines, acupuncture is not a very effective treatment (unless the root cause of the migraines is nerve inflammation-related). He referred my husband to a neurologist, who prescribed Zomig. Zomig works a little differently than most of the migraine meds on the market; if your husband has not tried it, he may want to ask his doctor about it. It worked like a charm for my husband.
There are many doctors (MD's) who are licensed to do acupuncture. As long as that doctor is in-network for you, then chances are it can be covered by your insurance. Different plans cover different types of "alternative" treatments. It's worth it to call your insurance company and ask.
I wonder if maybe chiropractic might help your husband. Many times, structural problems can lead to all sorts of issues including headaches. I'm prone to headaches, and for me, as long as my body is in alignment, the headaches stay to a minimum. Just a thought.