I can't believe your GP wasn't interested - that's outrageous. Especially when it's a well known fact that there's a link between being on the pill, migraines and blood clots. Obviously 9 times out of 10, it's nothing to worry about, but should most definitely not be just dismissed.
I would insist on seeing a female GP or a nurse.
I was on the same Pill as you some years ago and suffered with headaches and migraines the first 2 days of my period. It stopped as soon as I came off that particular pill.
Good luck