The Mirena IUD has a low dose of hormones, right? Is this a new symptom with the IUD? Were you previously on hormonal BC? The reason I ask, if you are taking hormones, one of the side effects is stroke and if you are having any migraine symptoms you should stop taking the hormonal BC. I would check the Mirena side effects and see if it lists this--if it does, discuss with your doctor immediately.
I get migraines all the time from fragranced products, so I am vigilant about avoiding them. But, if you are getting migraines just around the time of your period, then, it's obviously not that. I know my above advice doesn't really help with the migraines, but I still thought it was worth mentioning.