In Australia I hear this phrase all the time, like.
You are doing my headache.
It does my headache.
You do my headache, mate.
He does my headache.
My previous knowledge of the word tells me the sentences should be:
You are giving me headache.
It gives me headache.
You give me headache, mate.
He gives me headache.
I have got headache.
My head is aching.
This job is a headache.
I don't know why, but when someone says something does his headache, it sounds awkward to me. Someone can give somebody headache, but how can you do headache. Headache to me is a state of mind, it is not an action like "he does my car cleaning" or "he does my job".