Why Is Duphaston Taken For Severe PMS Causing Constant Headaches And Sleep Issues?

Hi. I m F19. My doctor advised me to take duphaston for 3 months to ease/help with my severe pms before doing ultrasound (for possible cyst). I ve been in medication for 1 week and 4 days but I ve been also thinking to stop due to constant headaches and disturbed sleep. I haven t been able to sleep properly since day 1 and my headaches doesn t go away. Would you advise to still continue or stop taking duphaston?