I am rather surprised by the treatments your doctor has tried (and not tried). I suffered daily headaches, tension and migraine, from the age of 13 to 44. Until I got Fibromyalgia, I did finally find a doctor who helped me get them under control I went from 3-4 ER visits a month to none.
1. With your symptoms, physical therapy could be a big help. Some insurances will pay if prescribed by a doctor. Mine did, and it made a big difference. They also did sound wave massage, using machine that they would roll over the muscles and it would emit sound waves, helping to "break up" the knots. It also was heated, and felt lovely!
2. I started getting regular nerve blocks, once every 2 months. I can really tell they are working - I can feel it about two weeks before I'm due for the next set. You may only need them on one side. Someone else mentioned Botox - that is a very commonly used treatment now for chronic headaches, and for some people can be quite effective.
3. Regular massages - once every 3 months isn't nearly enough. That wouldn't do anything for me. I started at once a week and managed to get to once every two weeks. Again, if prescribed, some insurances will pay - mine did.
4. A medication called Topiramate (Topamax). For me, this has been a life-saver. What a HUGE difference! It didn't take long to start working, either. I will never go off it! I didn't have any issues with side effects, either, so that was a bonus.
5. Have you ever tried a TENS unit? It uses electrical stimulus directly on the affected muscles. It feels like a tingly massage. You control the intensity, and can change it at will. Some insurances will pay for you too have your own, also. I felt great after using it for the first time!
I would highly recommend finding a new doctor. I spent years going to a variety of neurologists; I took every "headache prevention" medication there was. What finally helped was switching from a neurologist to a pain specialist. They are doctors from different fields; mine was an anesthesiologist before specializing in pain management. I'll never go back to a neurologist - this doctor actually cares about stopping my pain.
Sorry this was so long, but obviously I have been dealing with this for some time, so I have great sympathy for what you must be going through. Feel free to email me with questions. I really hope you get some relief, and soon!