I never found the O2 that effective to be honest CH, although I've read most people do. I tend to hold my breath a lot during attacks. Not sure why, and I try not to, but it just seems like a good idea at the time - along with head-banging. Head-banging to get rid of head pain - my neuro suggested I shouldn't do that - go figure! The O2 is most effective for me towards the end of an attack when I'm breathing again, just to clear up shadows and stop another attack. I rarely got more than one attack a day though, fortunately. I know many do and just can't imagine dealing with that day after day.
My attacks are almost always in the early hours of the morning, between 2 and 3, and wake me up. By that time they're full on so I go for the abortive without waiting for an invite. I did find the Zomig worked. More recently the neuro prescribed Imitrex injections, which work a little faster, not by much, but I'll happily save even two minutes of hell by stabbing myself. My dosage of verapamil was also increased, which did seem to make attacks less frequent after a while. Also, yes, I was taking melatonin, which seemed to help sometimes but not always.
Thanks for the link to the D3 - I'll be sure to check it out.