I'm sure theres already a thread on here about this somewhere, but its ok if there is then the mods will sort it out, anyways i remember someone arguing that the reason cordelia didnt have headaches when she became demon was that it was due to the type of demon she had become, i.e. the demon was specialised to handle the visions, maybe the visions come from that type of demon, who knows, this would explain why doyle had the pain because he wasn't made to hold the visions he just could, an analogy could be that doyle is a mop bucket and the visions are a drink of some kind lets say coke, so although traditionally you wouldn't put you drink in a mop bucket that doesn't mean you can't whereas cordelia post demonisation is a glass which is perfect for holding a drink of coke, i dont know if you understand that- however i think this is only a theory, i.m not sure if thats actually why doyle felt pain and cordy didnt