I don't think it causes headaches directly but it may cause a tension or stress headache indirectly due to the stress of dealing with it.

I am seeing a medical masseuse who tells me that headaches are more likely coming from shoulder than neck from her experience.

I have total movement in it and didn't know I had it. I got a shot in it in October for soreness, that's all. Crazy.

I have a frozen shoulder but I wasn't aware it related with migraines

What is that exactly?