kris', how long do your more severe attacks last? How long do the "intermittent" ones last? You are right that while some of your symptoms sound like classic CH ("clockwork" regularity; effect on your eyes; excruciating pain) some do not (the very severe effect of bright light, even to the extent of causing an attack; the constant eye pain; even the intermittent attacks). What do you do when you have an attack?
The likely reason for your ER experience with O2 (of the attack starting again not long afterward) is just that you weren't on the O2 long enough. People typically learn to stay on for 5-10 additional minutes after an attack has been aborted. So, what can you do to get O2 and store it safely? You say you had a prescription but no one would fill it. (My first thought about that is "Florida," since we hear that complaint frequently from people in Florida, but it's not so common elsewhere.) Can your father help with that? There's really no good reason, and probably no legal reason, for an oxygen supply company to refuse to give you O2. If you can't get medical O2, you do have the option (as you have noted) of using welding oxygen, as many people do.
It's not clear to me whether you tried the steroids. They will often stop CH pain for a while, although the CH is very likely to come back as you taper down off the steroids.
You don't seem to have an abortive. Typically, the go-to abortive aside from oxygen is injectable sumatriptan, which will stop an attack almost immediately. But I fear you will not like the side effects. Oxygen is crucial.
The D3 regimen does include very large dosages. (It's here: https://clusterbusters.org/forums/topic/1308-d3-regimen/.) If it's something you would be willing to try (because it is very, very effective for CH), I would strongly urge you to send a Private/Personal Message to Batch, who developed the regimen, and discuss with him the symptoms you had before when you took high levels of D. He will be completely happy to receive a message from you, and he will respond promptly. To "PM" him, click on the envelope icon at the top right of the page, and put Batch in to To line.
Somewhere, you had a doctor who was good enough to diagnose your condition and write you a prescription for oxygen. That puts you way ahead of the game -- the average time before getting diagnosed is something like five years, and I'd say that at least half of doctors don't prescribe O2, even with a CH diagnosis. You might or might not have CH, or you might have CH plus something else, but it does seem that you have a doctor who is better than what most people experience. That's very valuable.