Sorry to hear about your migraines. I never thought to ask if there was any correlation, but I have only had three migraines in my life - all in the last year (I was diagnosed with Graves in February 2010 and had RAI one year later). I attributed all three to the combination of a low pressure system and stress. The first two were while I was living in Florida and both occurred during tropical depressions, which bring low pressure, known to cause severe headaches and migraines. I didn't even know what they were at first but when a co-worker told me to go home and sleep in a dark, quiet room, I figured it out because that remedy worked. I was also trying to find a job in and move back to Massachusetts, so I was under a lot of stress. The third and most recent migraine was a few weeks ago as I was trying to get everything in order before my orbital decompression, and we also had a low pressure system hovering over us.
I never even thought to blame Graves since I have been on Synthroid during all three migraines, but since you are now on Armour and still aren't finding relief from your migraines, I wonder if it's something completed unrelated. We tend to blame Graves, our thyroids, or our meds a lot when often times our health woes have nothing to do with Graves.
By the way, I also preferred to eat my selenium at first. I loved Brazil nuts until I realized how much fat was in them. Good fats, yes, but I was desperately trying to lose my post-RAI weight at the time, so I switched to selenium supplements. Now that I am two weeks post-OD, I don't need the selenium any more and I have two huge bottles of them - one unopened!
I hope you find an answer, as well as some relief, soon. Please update us if your physician provides any direction - I'd be interested in knowing if replacement hormone could be the cause.