usually, but not always, migraines get BETTER during pregnancy. I had one real whopper migraine at about 4 weeks pregnant, then nothng the rest of the time.

you might have to identify food and environmental triggers and get really strict about not being in places, or around people, that expose you to them. diesel exhaust, cigarette smoke, scented laundry and cleaning products, pesticides, and paint are big ones, and not always easy to avoid especially if you have to work around a lot of people or use public transportation or public restrooms.

the food thing is very individual; for me, I've learned that avoiding vinegar, smoked, pickled, and barbecued foods, and any non-fermented milk made a huge difference ifor the better with regard to both the frequency and the severity of my migraines.

maybe acupuncture?

check if you are drinking enough water. Migraines and nauseas sometimes means dehydration during pregnancy.