I am a LMT, and I am thinking the headaches are probably caused by the massage causing the blood vessels to constrict from the increased flow. I would also think maybe dehydration might play a role here also. Give yourself time after the massage to readjust, sit at the edge of the table before you stand, even ask if you can lay there for a couple of minutes. I always tell my clients to take their time when we are finished with the session. (I know in some places, their next client is already waiting, so this might be a bit more difficult.) Also keep looking around until you find a massage therapist that has the right pressure for you and performs a very relaxing massage that you love. Try bringing some saltine crackers or a protein bar with you to eat at the end of the session.