Hi LIZ . . .
I'm a migraineur and have been since sometime in my twenties . . . none of the meds have ever done anything for my migraines so I cannot directly relate. I do know that drugs in the same or similar class as Paxil can slow down weight loss a little -- I take Fluoxetine (Prozac) for other reasons. BUT . . . for me the thing that makes weight loss the hardest has little to do with migraines and everything to do with the fact that I'm a Type II Diabetic and almost every medication for that problem is notorious for causing weight gain.
When I get a migraine I just have to have as much quiet and darkness as possible -- I usually go to bed and pray for sleep until it runs its course. I often get an aura before the headache and if I can lie down while the lights are flashing (sort of an aurora borealis effect), I can often beat the headache. My worst ones are the ones I wake up with.
One slightly encouraging note -- don't know where you are in the race to Menopause, but that (once finally completed) did help to cut the prevalence of my headaches quite a bit. Retirement helped too, so there was definitely some stress at play as well as just the overactivity of the temporal lobes. My worst remaining trigger is drastic and/or rapid changes in atmospheric pressure (upward or downward). Wine and certain foods will still bring one on, but at least I can avoid those.
Good Luck to you . . .