Did he give you Prednisone? I've been on it before because I have asthma but I went to the dr. back in 2015 and thats what he prescribed me along with 2 Imitrex self injection shots which I can NOT do. I don't see how people do this especially with diabetes and stuff. Funny story. I was able to get the first shot off because I didn't know what to expect as far as the pain and the sharpness of it. But it IMMEDIATELY took my headache away. When I went to do the second one, I couldn't bring myself to do it because I knew what to expect, lol. Never took the 2nd shot.
But yeah it doesn't seem like you're having full blown headaches so the D3 might be working more than you think. It doesn't always take them away but lessens the impact and duration for some people. Until you're basically writhing around in pain, holding your head, praying for it go away, its not full blown I don't think. When I describe the pain to some people, the best way to describe it to me is like a brain freeze that lasts from 15 min to up to 3 hours(rarely do mine last 3 hours, usually 15-30 minutes.
How long have you been on the D3?