But we need to know a lot more to answer sensibly - what is your diagnosis? PMR or GCA? If your headache is due to either than only the right dose of pred to manage your disease activity will really be effective. If cold compresses helped - they wouldn't give us pred!
Unrelenting left sided headache, not helped with ibuprofen, was my clue to GCA. I didn't go to doc until I felt a small bump on the left side of forehead. Biopsy positive for GCA. I had symptoms of PMR months earlier, unable to lift my arms to get out of bed, but just rolled myself out of bed without using my arms.
I was very fortunate not to have vision loss. Get checked for GCA.
If you're sure it's not GCA or anything else that needs checking out, and you don't want to take eg co-codamol, then I found a warm-hot wheat bag pressed either to the pain is helpful. Or to the neck on the same side, if that's where the pain is coming from. At night sleeping on the affected side can help, for the same reasons. Also tiger balm might help a bit.
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