You may have had a exercise induced migraine...."People suffering from exercise-induced migraines report the same symptoms as other migraine sufferers: pounding head pain, visual disturbances such as blurring vision or flashing lights; fatigue; sensitivity to light, noise, and odors; nausea and vomiting; sinus pain; difficulty concentrating and fatigue. Not every migraine patient has the same collection of symptoms. If you frequently experience any of these symptoms during and after exercise, you may be having exercise-induced migraines"
Exercise-induced Migraines
I had these for several years and was under a doctor's care. Eventually the headaches stopped. It was after vigorous exercises like "spinning" and maybe a couple of times after "Zumba", but never after martial arts or weight lifting(strength training).
Good luck at the doctor....
It sure does sound like a migraine doesn't it....My friend has them fairly regularly, same symptoms.