That isn't a lucid, and the problem sounds like you get in SP every time you wake up, which means you got a sleep disorder, I would tell the problem to a doctor, since it isn't normal to have headaches after waking up. And you dream several times a day whether you remember it or not, so the headaches won't leave despite your dreams being forgotten. If at all, the disorder might be boosting your recall, which is why you are tying it with LDing.