I had the same type of headaches. They would last for days if I didn't take strong painkillers. And I hated taking those because I would be left with a hangover. The last one, before removal, was so bad that I had to leave work. It felt like my eyes were trying to burst out of my head. My work didn't like me taking any time off, so I ended up having to quit. I'm now unemployed because of the Mirena and an unreasonable boss.
Since removal, I've had two minor headaches. I used to get them occasionally before the Mirena. I can handle them so much better now.