You are definitely not alone, I also have a 'weird' migraine/CH co-existence that differs a bit from yours. If I'm in a cluster cycle I will have no migraines, however the final dose of a 3-dose bust will often trigger a migraine. If this happens then 90% of the time it means the bust has worked and my brain has flipped back to migrain mode. I'll then have a few migraines over the following months until CH rears its head again. So in my case it's a bit of flip-flopping, I can only recall one instance over the past 17 years where I had a migraine during a CH cycle.
The moral of the story is I guess that both these conditions are pretty complicated and not very well understood, and there is almost certainly some cross-over in causes that leads to our individual circumstances. By accepting our individuality it also opens the mind to expermenting with the different busting regimes/tactics and finding something that works for you if the standard regimes aren't quite working or that may go against current thinking. Good luck with your journey...