Hi there. I have some experience of both ADs, psychological issues, Meno and headaches/migraines (and some training in medicines) - and you have my sympathies.
Without knowing your symptoms and circumstances it's hard to comment, and as in all things a conversation with your GP is advised, but do I wonder if ADs are the right way to go for you (and why you ask?).
ADs are really there as treatment for depression and anxiety (in the SNRI case particularly), if (in my opinion) it's really bad enough to warrant them and there's no other support and help available (e.g. talking therapies). I think that they're given out far too easily and can have some really nasty side effects, short and long term. But for some they're great.
For migraine/headache, they do use the Triyclic class of old ADs, and also various other old drugs such as anti-epileptics (and others). It's all a very much 'suck it and see how you respond'; some people do better, many feel no change but have side effects. For me, the Tricyclics, SSRIs and SNRIs all had side effects which I hated, and only the SNRIs did anything positive to my mood. Citalopram or Paroxetine spring to mind as SNRIs, but sure that you can Google them.
I would however personally caution against them if you can find other solutions; and they can take a long time to work and find the right dosage for, and need tapering off slowly when you stop them too. They are certainly not a magic bullet (for some). They can also make you more drowsy or, as in my case, make you not able to sleep at all!
My migraine-like bad headaches seem muscle related (spasm, fibromyalgia and hormones) and respond really well to migraine tablets (Sumatriptan) and Oestrogen in HRT.
Thinking that if your symptoms in general are Meno related, and having just read today's NICE guidelines which do not advise ADs per se, would HRT suit you best (if you can take it?) It might deal with all that you are struggling with (with a bit of tinkering or trying different types, etc). Worked wonders for me in all the areas which you've mentioned: but there are downsides and risks and it's not for everyone either.