Freaking barbaric. What is wrong with these people!?! If they're actual tanks, you can buy a regulator that will go up to 25lpm. But as you suggest, if they're small tanks, they won't last long. Eventually you might wear down the oxygen supplier, who will tire of constantly having to replace them. Or you can switch to using welding oxygen, as many people do.
There was someone else on the board just today or yesterday who was prescribed amitriptyline. It is not a first- or even second-line preventive, at least as far as I know and have read.
You know about the D3 regimen? Your best bet for long-tern prevention. http://www.vitamindwiki.com/tiki-download_wiki_attachment.php?attId=7708
Meanwhile, I guess you know that you ought to be looking for a different doctor, preferably at a headache center. I just looked at the old recommended doctor list that posted here. Sadly, none in Iowa.