Hi. I understand your concern. Headache during sex is uncommon. Headche after sex means after sexual orgasm called sexual cephalgia. If frequency is not so much then no need of investigation and can be treated with analgesic like paracetamol and diclofenac. If frequency is more than require prophylaxis treatment with propranalol. It can prevent such attack. Need detail assessment before starting any medicine. Consult psychiatrist or neurologist for further assessment. I hope I have answered your question. Thank you.