I'm VERY glad for you, Annamarie!
You've set a good example of not giving up. Most insurance companies always say "No" when asked to cover the large expense of IVIG infusions, but if your doctors can show that they've tried everything else already, and they can submit copies of the ever-larger literature showing the benefits of IVIG, the companies usually give in and give it a try. In terms of getting insurance renewals in the future, "nothing succeeds like success," so it all hinges on IVIG actually working for you.
As to your headaches and allergic reaction, it probably can be controlled with more Benadryl and Tylenol. Speak with your doctor, but you should be able to take additional Benadryl and more Tylenol on an as-needed basis the days after the infusion.
Good luck and don't forget to update your profile page, OK?