I don't know if I'll be much help, but I can tell you our stories are almost identical and we're still trying to find answers.
My daughter (who is now 11) has been battling this since she was two. We had CAT scan at age 4, MRI at age 8, allergy testing (which showed nothing, but we still tried the suggested low tyromine diet), cardiac testing for PFO (which is suspected of causing migraines), We did 4 months of biofeedback last year which we thought was helping, but shortly after we had finished, the migraines started again. We resisted using medications for a long time, because we didn't want her to become dependent and we thought at such a young age, the long term side effects might be greater. However, she needed help. She was having migraines 2-3 time a week sometimes and vomiting for at least 12 hours. We have been working with a pediatric neurologist who has been trying very hard to find the right combo of meds. She suggested CoEnzyme Q-10 (over the counter) and melatonin (also over the counter and helps her get to sleep at night)along with a variety of medication specifically for the headache (topamax, compazine, periactin). None of the latter medicines have been the "miracle" we were hoping for. She takes Zomig when a headache comes on and Zofran for the vomiting. Zomig has worked sometime to ward off a full blown headache, but we still feel that we're not a lot further than when we first started.
We also found her triggers to be stress, lack of sleep, hunger and heat, so we try very hard to keep those things under control, but haven't found anything else that we can solidly say triggers them.
We are working with Dr. DeRoos, a pediatric neurologist through Devos here in Grand Rapids. He has been very willing to test for various things and work with us on the medicines. So although, we haven't found an answer yet, we still respect all that he's trying to do for us.
If you want to talk more, send me a private response.
Good luck. I know it's horrible to watch a child in so much pain.