I can't relate to ECT, but just wanted to chime in and say that maybe they can give you some medication for the headaches: either through the IV to prevent them, or for afterwards. If this is possible, then you wouldn't have to worry about them wanting to stop the ECT. I suspect that headaches post-ECT are pretty common, so they must have some sort of treatment for them?
Good luck with this, and I hope all will be resolved!