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Hi there. Are you currently taking any medications for any reason? What is your age?
Have you had your cough evaluated?
Three weeks is a little long for a cold. Are you coughing up mucous? Any sinus issues? How about wheezing or asthma?
I think you need to have your cough addressed, which may be due to bronchitis, sinusitis with postnasal drip, asthma or possibly a brewing pneumonia. If you treat the cause of your cough, this will reduce the stress on the blood vessels of your head. With each cough there are forceful contractions of the diaphragms and other muscles of respiration. This causes jets of blood into the cranium. Because the blood vessels of the brain are not accustomed to high pressures, they can actually be injured slightly in this way. Once this happens, the tiny muscles in the walls of the blood vessels can go into spasms, or dilate beyond their usual diameter, leading to pain. While this is not dangerous normally, and the blood vessels can heal quite quickly, repeated coughing can perpetuate the entire process. As long as you are not having massive headache, nausea, problems with vision or balance, etc, you should be OK until the cough gets under control.