I read your question carefully and I understand your concern. From that description it looks like a coital headache, a type of headache related to the sexual act. Most times it is a benign headache, which origin can not be determined. However there is a small percentage of cases where a vessel abnormality like a brain aneurism with headache due to its blood leak is the cause. For that reason you should be evaluated for other neurological signs like neck stiffness and possibly with brain imaging. If brain imaging excludes such a cause than management depends on frequency of episodes, if frequent preventive treatment with indomethacine or propranolol may be considered. I hope to have been of help.