Verapamil is a first-line CH preventative that's effective for over 70% of patients, usually at 360mg/day. Amitriptyline is known to have a modest benefit for CH, so it makes sense this combination works a little better then Verap alone. Cyproheptadine is a first-generation anti-histamine. These medication proved useless in the past, when CH was called "Histamine Headache". Histamine has a role in neuroinflammation and is secreted in high volumes during CH attacks, but it's only one of several inflammatory agents involved in CH. Nevertheless, first-generation anti-histamines does seem to help when combined with Batch's D3 Anti-inflammatory regimen. So it's possible they are also useful as augmentation to Verapamil.
BTW, Amitriptyline has a chemical structure that is very similar to some anti-histamines.