Leo...If you don't mind me asking, are you young or middle-aged or 'getting older'? ;) The reason I ask this is, there is a thing called "hypnic headaches", and your symptoms are on the mark! They usually affect people over 65, but not always. It's nothing serious, but it needs to be controlled with daily maintanence meds. Sometimes they control the heacaches with Lithium, other times with Neurontin or even antihistamines! Praying for you!