Here are two muscles that are common with headaches, the temporalis and the superior oblique. This video shows how to massage these muscles to reduce tension and headache pain.
Sometimes headaches can be relieved by neck traction. Here is a video showing how to do this on someone you care about. Remember to go slow and get feedback.
Is there an alternative to neck manipulation? This video looks into the different treatment options to restore normal neck mobility and resolve pain.
This video is about the process in picking the right pillow for you. For side sleeping remember to 'fill the holes' and keep the spine straight with enough support. If you have tried 2 or 3 pillows and your neck pain or headache pain continues then the problem is not your pillow but your neck.