Wondering if Number One uses any supplements/sports drinks before, during or right after a extra hard workout? The onset can be delayed a few hours after taking. Even drinking too much water, during a heavy workout, can cause a headache for some people. As too much heavy breathing can cause a dizzy feeling & headaches, as well as blacking out for a few. You can become use to heavy or forced breaths as training advanced.
Sometimes a potential pinched/inflamed nerve becomes even more noticed under physical stress, giving headaches. Pain in the back of the neck, shoulders & traps can also be a common factor. Remembering that Dl's give extra stress, because of the great pull on the shoulders, traps and neck, not to mention the lower back and the nerve channels within. Include squats, with a heavy bar on the traps/neck, which can greatly bothers some guy's. A deep massage, spinal/neck adjustment or acupressure have helped many. Good luck.