e'head, I hope your oxygen works well for you. If it doesn't, please check back with us for some possible tips. It's not clear to me what you mean when you say you just ordered oxygen. If you're looking for a great treatment with no side effects, oxygen is it, but of course it only aborts attacks, it doesn't prevent them from happening. Like I say, please keep us informed about your O2. When you have it working properly, it will very significantly reduce your need to also use a triptan.
The vitamin D3 regimen (lots of pills, but nothing pharmaceutical) is also a good option, which might actually be good for you: https://clusterbusters.org/forums/topic/1308-d3-regimen/
You should probably check to be sure you're not unnecessarily triggering any attacks. A lot of foods typically consumed by young folks tend to have MSG in them, for example. https://clusterbusters.org/forums/topic/4568-triggers/
A 5-Hour Energy drunk down at the first sign of an attack can often reduce the severity of the attack or even abort it. The stuff in there might not be particularly good for you, either, but you have to make the tradeoff between screaming and squirming around on the floor wishing you were dead and addressing the frequency and severity of your attacks. There's no question that some meds are, as you say, "detrimental," but they probably have relative degrees of detrimentalness. I'm not sure what urs means by "slapbacks" from nasal triptans or injected ones. There is some evidence that they might have detrimental effects, such as causing subsequent attacks, making attacks worse, or lengthening cycles. There are also people who never used triptans who experienced all those things. There are people here who would tell you never to use a triptan, and there are others who will tell you that the tradeoff between having a multi-hour attack and aborting it with a triptan is easy for them to make.
Some people find that putting their feet in a bathtub of very hot water helps calm an attack.
You might find some interesting other ideas in the ClusterBuster Files section.