Lewis', you are getting really bad advice from your doctor. He is responsible for the way you are suffering right now. For one thing, indomethacin works for hemicrania, but it never or practically never works for cluster headaches. So if it worked (or didn't work), there would be no confusion. And as I have said, sumatriptan tablets are useless for at least 85% of people with CH. Pizotifen (which I have not read of being prescribed to a CH patient before) is not even a first-line treatment for migraine (from Wikipedia, which is actually quite reliable regarding medical conditions: "it is usually not the first choice medicine for preventing migraines, instead being used as an alternative when other drugs have failed to be effective.") I don't know what to tell you, except that you need a decent doctor who gives a crap about your suffering. There are standard resources that every doctor has that tell him/her what effective prescriptions are for various conditions: If your doctor consulted that, you wouldn't be getting useless medicines. There is a list of recommended doctors as the second pinned post at the General Board. (The standard pharma prescription is oxygen to abort, injectable or nasal Imitrex for breakthrough attacks, and verapamil as a preventive. A doctor could also put you on a course of steroids such as prednisone, which often takes away the pain for a few days and serves as a "bridge" while the verapamil dosage is leveled up.)
In the short run: Many people with cruel idiot doctors are forced to set up their own oxygen systems using welding oxygen. You could do that, particularly since O2 helped you in the ER. You should start the vitamin D3 regimen that's described in the ClusterBuster Files section. You could try melatonin at night, starting at 9mg and working up to the level that works for you. Try drinking an energy shot, such as 5-Hour Energy, at the first sign of an attack: for many people, that will reduce the severity of the attack or even sometimes abort it. Some people find that putting their feet in very hot water in a bathtub during an attack helps them. Not having oxygen, some people find that sticking their head in the freezer or up against a full-blast air conditioning vent and breathing deeply can help.
For the longer run, you should give busting some serious thought (read the numbered files in the ClusterBuster Files section).
I hope some of the stopgaps help you, and I really hope you will find a better doctor.