Taqua, some basics.
If you're diagnosed with CH, the first thing you want is oxygen. A doctor can prescribe that. It will abort your attacks fairly quickly, with no side effects. Most doctors are idiots when it comes to CH. You will have better luck if you can get to a headache center. There are certain standard pharmaceutical prescriptions for preventives and abortives in addition to oxygen. You are right -- there are no standard "pain" medications that will help you. If you can't see a doctor or one won't prescribe oxygen, we can talk about alternatives using welding oxygen. Check on this list to see if there's a recommended doctor near you.
The vitamin D3 regimen, described here, helps most people. Not usually immediately . . . but over time it has been very helpful.
Try drinking an energy shot such as 5-Hour Energy, or maybe even a strong cup of coffee, at the first sign of an attack. That might help. Consider taking melatonin at night, maybe starting at about 9mg and working up until you find a level that works for you.
I'd suggest that you look at the "Triggers" document over in the ClusterBuster Files section of the board to be sure that you're not making things worse for yourself. Alcohol is a major trigger for almost everyone with CH. Food with MSG in it also seems to have bad effects for many.