I had the same issue for years and would wake usually early morning with a headache. It would get progressively worse and not go away for hours. I found like you caffeine at the onset. I know they don't recommend this, but I will take one Excedrin (has caffeine) every morning then go back to bed for a while. This usually works for me. The trick is to catch the headache before it really takes off.

About two years ago I started having headaches 24/7 and like you tried everything. I have poor posture from sitting at a computer for years. My chiropractor suggested using a foam roller to help with the posture. The first day I used it my back cracked between the shoulder blades. The next day the headaches stopped. Because I have a difficult time getting up from the floor I bought a low profile massage table on Amazon. So now every morning I roll up and down from neck to lower back. They have stayed away for a year now.