Brief Answer:
Usually cause is not found

Detailed Answer:
I read your question carefully and I understand your concern.

Headache associated with sexual activity is a well known and recognized condition. It can be pre-orgasmic or orgasmic.
Now regarding the cause it is unfortunately not well understood. There are some rare cases when it can be a manifestation of a brain vascular abnormality with rupture and brain subarachnoid hemorrhage, so when it is a first episode of sudden intense headache imaging and lumbar puncture is recommended. However if yours are repeated episodes that is not the case.
Some drugs have also been blamed at times like pseudoephedrine, amiodarone, cocaine.
Most of the times though as I said no cause can be found and simply preventive treatment is given if frequent, like Indomethacin 30-60 min before intercourse. To shorten the attacks triptans may be beneficial, usual painkillers like advil are of little effect.

I hope to have been of help

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