Would like help from whoever has problems with a bad headache accompanied by a very cold head.

This is a problem that my uncle has had for the past several years. He gets these bad headaches and along with them his head turns ice cold. He even wears a stocking cap in the summer. He has been to several doctors, including a neurologist but no one can seem to find the problem. Is there anyone out there that might have the same symptons as these and how are you dealing with them. Maybe there might be someone who has found the right doctor to treat this condition. He has been taking medication for depression for many years. Could this be a side effect?