I'm surprised you have a neuro with 12 CH patients. That's a lot. 2000mg of magnesium seems like a lot, too, but maybe that's based on his experience.
I would say your list of items should be
1. OXYGEN (this is also #2 and #3)
4 and 5. Probably a tie between a preventive and Imitrex that works (preferably injections but maybe nasal spray would work). Verapamil is the most commonly prescribed preventive. It should be monitored for its effects on your heart and blood pressure. I think it is usually started at fairly low (and therefore fairly ineffective) dosages and raised depending on tolerance. You might start at 160-240mg/day, but it can take 900-plus mg/day to be effective in cycle. As Pebbles said, the standard 6mg Imitrex injector is more than anyone with CH needs. If your doc won't prescribe vials and syringes or 3mg injectors, you can disassemble the 6mg autoinjector and use 2mg per injection, or maybe 3. We can point you to how to do that if it comes to that.
6. Blood test for your vitamin D level. This is part of a basic blood panel. As Denny says, as you get your D levels up and use the whole D3 regimen, it can replace verapamil as your preventive. If you discuss the D3 regimen with your doctor, he might be troubled by the high amounts of D3 that it involves. Batch, who observes the D3 regimen closely, has seen no issues with D3 at these levels if it is properly taken as part of the whole regimen and D levels are consistently monitored.
Right now, you are looking to get the basics in place. Don't ignore that energy shot suggestion. It can help with clearing shadows, too, and another thing that clears shadows for some people is ginger tea.