Here are the links for the diary and workbook.....sorry! 
Your Migraine and Headache Diary
Managing Migraine Trigger Foods
Everything you suggested are all great ideas!!! I work for a chiropractor and I know for sure, that keeping a headache diary, food diary, sleeping different/new pillow, massages, etc all seem to help everyone a little different. I have been through 3 different neurologists, don't be afraid to try another one. Pills are not always the answer---true they work wonders, but sometimes its changes in your lifestyle that make the biggest impact....good luck!
You can always keep a Migraine diary and food trigger workbook to see if these things effect your Migraine attack. He certainly can't argue with a dairy that you do on your own - to help yourself.
If he continues this approach of not being open, don't hesitate to "fire his sorry butt!"