Hey there!
I am not sure I got all of the info in your post and the reply, because english is not my mothers tounge ( That expression is so weird ). But I will for sure try to give you some advice. It can`t hurt.
The first thing I thought when I read this, was tension. The first things I visualized, was massage, an acupuncture-carpet ( have no idea what it is named, but it is a carpet with small spikes, that you lay down slowly on ( your back ), and it increases the blood-circulation. ) Believe me, it`s addictive. In a good way. Just don`t throw yourself onto one.
The third thing I visualized, was one of those pillows that massage your neck and shoulder-area. Or even better: A massage-chair, for those who can afford it.
My personal experience, especially with "quitting benzo-headaches", who by the way scared the shit out of me, because I felt dizzy, and thought I was about to go into a seizure, was that my neck was extremely tensed. If your neck gets alot of tension, you will not get enough blood to your head, and you will feel dizzy and get headaches. Always make sure that the back, neck and shoulders are not full of tensions and knots when you get these headaches.
If you get pain after training, there is a chance you are doing something wrong in the gym. Do you warm up properly, and do you stretch? And do you do your exercises correctly?
I don`t see the danger of recommending lavender-oil neither. Put some drops on your pillow, and a little under your feet before going to bed.
Maybe some of this will help.