I would recommend finding a massage therapist that specializes in and/or is familiar with massage during pregnancy.
There are pressure points on the body, that if touched or massaged, can cause complications.
I had a few massages during the first trimester of my pg, and never wanted to leave the massage table. It was wonderful! My massage therapist was very careful to make sure I laid the correct way, and was comfortable at all times. Just thinking about it makes me want to call and schedule an appointment!
As for your headaches, you may be getting hormone surges (totally normal), and those often cause a lot of headaches.
Looking back, I wish I would've pampered myself more during pregnancy. I say, talk to your doc, find a good massage therapist, and book your massage ASAP!
I wish you a H&H 9mo!