You don't mention what dosage of each pill is but I'll guess they are 1 grain (60 mg). The most common problem for folks that have issues like this when they start Armour is that they have low adrenal function. Did the doctor run 4x/day cortisol tests and DHEA? All your hormones work together and influence levels of others.
Also, what dosage is the progesterone cream? That typically is given in smaller doses to start. Also, if your estrogen levels were not high, then you may be taking too much progesterone - it balances estrogen.
Just about any hormonal imbalance can result in headaches and for me with all the wacky weather changes, I've been on the edge of headaches quite frequently lately.
You might want to join the Texas Thyroid Yahoo group - 700+ members, with many in the DFW area - lots of ladies dealing with the same thing you are:
http://health.groups.yahoo.com/group/Texas_Thyroid_Groups/
You do need to register with Yahoo, but you don't have to give all the personal info they ask for AND the group is closed and very tightly moderated to ensure privacy of the members. I am a moderator, so if you say that "M. B" sent you to the group and give your location, then you'll get right in ;)
The MOST important thing for you to learn and remember now is that when you do your next tests, do them first then in the morning BEFORE you take your Armour, otw your results will be falsely elevated - i.e., you want to know where your body is after not taking the Armour for 24 hours. The levels of T3 will peak 1-4 hours after you take the Armour. I learned this the hard way and was way undertreated for almost two years. Don't let this happen to you.