N.
I had the same problem for years. I now take Micronor. It is all progesterone. It is 97% effective rather than the 99%. You also have some break through bleeding although I do not have the problem with the brand name, just the generic. But, the brand name is expensive. I figured it was no more than refilling the migraine subscription every month and atleast I was not getting as many. I still get them, but no it's not from the pill.
Good luck
N.