@MagnuM Wow, we must be two alter-egos. I happen to have a Dell U2410 as well (it's a great monitor!), and I have almost the exact same setup as you do with f.lux and the brightness and contrast levels. I've used this monitor for many years now and have not experienced any problems.
I have a Sony LCD-LED TV ( KDL-55W950B ) and while it's great for movie-watching, the "eyegraines" are a big problem when gaming. Just like you, these "max headaches" can last for days and can seriously hamper my productivity at work. I recently purchased a PS4 and this is very noticeable, while PC gaming has never been much of a problem on my old U2410, although I do still get fatigued faster than most people.
I've since connected my PS4 directly to the U2410 and I'm playing the games there, which is much more comfortable. I think my gaming experience (with the fast movements) can be comparable to what you would experience when watching a hockey game.
After doing some research, I thought the problem had everything to do with the PWM of my LCD-LED TV. So it's disappointing to hear that such "LED symptoms" happen with PWM-free OLED TVs as well, as I had been intending to purchase one of the new LG OLEDs by the end of 2017. If PWM isn't the problem, then what is?
I also used a retina MBP at work for about a year. Despite it having a LED screen, I thought it was an amazing display and had absolutely no problems, so I don't know what's happening there. I can also have my face buried in my OnePlus One phone for an entire day and have very little problems. Perhaps it is because these displays have a high-frequency PWM unlike my Sony TV which probably has a low-frequency PWM — so perhaps my particular problem is related to PWM while your problem is related to some other characteristic of LED screens.
Have you experienced the LED symptoms with smartphone LCD-LED screens as well, or with LED-backlit laptop screen like the rMBP?