A study estimates that nervous system pathologies, like dementia, stroke or migraine, are now the leading cause of ill health in the world, ahead of even cardiovascular conditions
We estimate that 3.4 billion people experienced some form of neurological health loss in 2021, which is a staggering number. This is largely due to certain conditions that are widespread. For example, tension-type headaches affected about 2 billion people in 2021.
Seems like they goosed their numbers here for a headline. Tension headaches aren't well understood, but they're generally not neurological.
Combination of stress and movement patters, posture etc. that make callisthenics folks and martial artists look at you with sad eyes. The reason exercise doesn't help in the moment it's flaring is because you don't know how to move. Exercise does help, especially anything that's training fine-grained full body control and awareness but those are skills which have to be developed over longer time-spans. A good physio might be able to alleviate acute symptoms by poking you in the right way but in the end they're going to give you homework to figure out your own muscles and bones. Likely some general spinal segmentation exercises with some extra you-specific stuff on top. Also, get that stress under control.
tl;dr: psychological / psychosomatic, not neuronal. The nerves are healthy they're just carrying BS signals. Blood pressure might be correlated because stressed-out persons don't tend to have chill blood pressure but it's not the pressure that's causing the headache, directly or indirectly, because see what Canadian_anarchist said.
The descriptions of blood pressure headaches are inconsistent with tension headaches. Primarily, a headache that worsens with exercise/strain does not align with symptoms of a tension headache, which will remain unchanged. That being said, I am not trying to downplay the legitimate link of headaches in general with blood pressure.