Long Term Side Effects?

I had gotten Mirena a while back.(maybe 2 years ago) Everything seemed fine to me. But then I started getting really sick, and getting headaches. It was the strangest thing. It seemed like every weekend, there was one day where I was so sick that I couldn't get out of bed. I was throwing up at least 5 times a day, and couldn't eat or drink anything without it coming right back up immidately. All while having an awful pain in my lower neck area, and was very sensitive to light. It was horrible and very stressful, being the mother of a young child and sick almost every weekend.
I went to my doctor, after suffering through this for many months, and she told me I was having migraines. I had no idea because I had never had one in my life, prior to getting mirena. She gave me a perscription for migraine medication. My nausea was so bad that I had to get a nasal spray version of the medication, because I would throw up the pills before they got a chance to work.
So... months went by... I was waiting for things to get better. They didn't. And I got the mirena removed, and went back on the depo shot (only to gain 20 lbs in less than a year)
Now here's the strange thing. The nausea stopped (which is fantastic) but I haven't been using mirena for about a year now, and I still am getting the migraines. They aren't nearly as otfen, or as severe, but when I do get them, they are bad enough that I need to take my perscribed medication to make them go away, and take a really long nap in hopes that it will be gone by the time I wake up. I can't go to work, and I have to keep the lights off in the house until it goes away, and my poor son is looking to play with his mom, and all she can do is sleep.
Why is this?
How can I still be having side effects from something that I haven't used in almost a year?
Will this go on for the rest of my life?
Am I the only one that this happened too?
I really need some answers...