Does Breath-holding Cause Permanent Brain Damage?
No that is not the case.
Detailed Answer:
I read your question carefully and I understand your concern.
I must say though (fortunately) that brain damage from holding your breath is not the case. Headache can occur when holding ones breath because the increased carbon dioxide levels promote dilation of blood vessels and distension of the meninges, the layers covering the brain which have pain sensations (the brain itself has no pain receptors). So that may cause headache in some patients, it is thought that similar mechanisms (vasodilation) are involved in other types of headache such as migraine.
Vasodilation though doesn't cause damage to the brain cells themselves, that doesn't harm them in any way. Try to breathe regularly to avoid recurrences of the headaches.
I remain at your disposal for further questions.