How come i get bad headaches when i am sexually active?

Headache with sex: Over respiration during exertion or exciting status might induce headache. You can try to wear a mouth mask or breath through pillow to minimize the symptoms.

Exertional headache?: This may be indicative of exertional headaches, which can come in different forms/with different triggers. I'd suggest talking with your doctor as this could certainly interefere with your personal life/relationship in significantly negative ways. Good luck!