is there any other orthodox saint for headaches?
There is no such tradition in the Orthodox Church to classify Saints like that.
We don't formally designate saints as 'patron of X', but there's certainly a long tradition of recognizing that certain saints are particularly responsive too (interested in?) certain issues and therefore directing prayers on that issue to that saint. Certainly any saint who him/herself suffered from migraines would be be a particularly good choice to pray to for aid in enduring/overcoming the problem.