I had a balloon test occlusion done wihout conscious sedation. Should I still have a bad headache. I had it done 2 days ago?

Depends. It really depends on why you had the balloon occlusion test and if you had these headaches before the test. The test is diagnostic, not therapeutic (doesn't treat the cause of the headache). If this is a new headache or the severity of the headache is great, then definitely let your neurosurgeon / neurologist know.
More details. I see this question hasn't been answered for some time. Could you give us more details please? What's being investigated? What else has been done?