Cluster headaches are a different story , because oxygen is a cerebral vasoconstrictor. Most migraine medications are vasoconstrictors of some sort, and oxygen would be the quickest way to gain releif.
Gut ischemia would explain why zofran would not work in this case, because ischemic tissues depolarize erratically--- like PVC's , Charlie horses, seizures following head injury, etc. Depolarizing the gut would definitely male you hurl. When you look at how zofran works--- blocking peripheral 5ht (sereronin) receptors in the gut which stimulate vagus nerve terminals, this mechanism wouldn't nessesarily be tied in with ischemia.
Promethzine works both peripherally on vagus nerve terminals , and centrally on the chemoreceptor trigger zone in the medulla. But antihistamines are contraindicated in heat injury.