Could exposure to lillies have caused my headache?

Yes. Many patients with migraine have "osmophobic"headaches, that is, headaches triggered by strong or irritating odors. Almost all headaches triggered by odors are migraines. A neurologist can help if this is a frequent problem.
Lilly. Lillies are in the allium family and there are several varities. Sensitivity or allergy to lilly does occur, usually expressed as a rash. Headaches from the smell can occur. Be careful of onions and garlic causing delayed headaches also.