I have bronchiectasis and Mac. I've been on Ethambutol, Azithromycin, and Rifampin (Monday, Wed, Friday) for 5 months, so at least 13 more months to go. I do sometimes get a little headache, but nothing big. My biggest complaint is lower abdominal cramps, not every medicine day, but at least one day a week. My Infectious Disease doctor says she hasn't ever had that complaint, which really surprised me since it's a side effect listed on the RX description.
Hope your headaches ease up!