I am an audiologist who deals with bone conduction on the regular. If localization is what you want, BC headphones are literally the worst thing you can do. Localization comes from both a level difference from both ears for low frequencies and a phase difference from both ears for high frequencies. Being that, with bone conduction, your outer and middle ears are not being used (it vibrates the cochleae directly) there are not enough cues for your brain to process direction.
Sound Quality also fairly sucks. Headache chances are potentially worse with the amount of pressure that is needed to transmit the sound through the temporal bone.
Hope this helps.
Ah.. that kinda stops my train of thought along the line.
If the quality is gonna be sub par and they are possibly gonna make my migraines worse, then there is no real reason to try it out I guess.
Thanks for replying and helping me decide.