I started all four at the same time and had side effects, so now I'm trying them one at a time. Here's my results so far:
Feverfew: gave me rebound headaches (20-ish hours after taking it, I'd get terrible headaches). I discontinued it.
Magnesium: may possibly have reduced (but definitely not eliminated) my headaches, but it also gave me diarrhea. I discontinued it.
I'll give an update on the other two later.