Ditto this, sadly.
Actually menstrual symptoms can worsen on going gluten free as the hormones are better able to do their job.
My menstrual migraines are waaaaay worse now that my body is working better.
I guess it is the surge of hormones returning.
I think it takes a few months at least for your body to adjust.
There is a blog on here about migraine headaches that was helpful to me.