More like a delayed response, sometimes i still get it the day after
That would lead me to suspect it's tied to nicotine withdrawal as
@Squiby suggested. I don't have firsthand experience with the symptoms of nicotine withdrawal but I sure do with caffeine. If I go too long without my morning caffeine pill I will definitely get severe headaches that are not unlike a hangover or dehydration.
It can also be semi unpredictable when these effects will set in because it's tied to my metabolism. Sometimes my body might be able to go off the last portions of caffeine in my bloodstream until around 9-10 before I start to feel the onset of a withdrawal headache (I wake up before dawn though); other times I've woken up already feeling it begin.
However I noticed that as soon as i feel the caffeine pill on my tongue, before it could possibly have been digested, I feel relief. My body knows it's getting what it needs and immediately releases dopamine in response. Do you notice any immediate relief from your headaches when you use tobacco? Perhaps the reason you notice the headaches most when vaping is because your body is craving the nicotine it would typically be getting when you're in the ritual of smoking?
Another thought I had is perhaps you're not giving your brain enough oxygen when you take a vape hit. I know that sounds weird because you're breathing in while you hit; and due to your mighty's convection style you should be getting decent airflow just from the physics of it.. But I did notice a few times when I started using my vape through glass I was getting such dense clouds that I was "overloading" on vapour. Maybe try ending your hit early and drawing in some extra fresh air to allow more oxygen into your lungs?
I think no matter what you'll be most successful adjusting variables one at a time like
@George1151 suggested. Pick a variable, adjust it, and be consistent.
I hope you're able to find a solution! Keep us updated on your progress!
For science!