Hello and thanks for using HCM. I have read your question and understand your concerns. Sex headaches in most cases are nothing to worry about, but in rare cases, they may be associated with underlying conditions such subarachnoidal hemorrhage, dissection of arteries, arteriovenous malformations, etc. especially if they happen suddenly. So, before to be sure that there is nothing wrong with these headaches, getting evaluated by a Neurologist and by imaging studies (MRI) is necessary. Hope you found the answer helpful. Kind regards.