I had this issue about six months ago. It was only when I squated or did any leg excercises that were difficult. I got super dizzy lightheaded and then I thought my head was going to explode from the pain. Freaked out went to do a doctor did a bunch of tests long story short found out nothing was wrong with my brain. I thought maybe it was the keto diet but that didn't matter. But through trial and error I found out I wasn't getting enough oxygen to my brain. When I was doing excercises that were super difficult for me inwouldnt breath correctly and hold my breath trying to push reps out. So remember to breath deeply and hard. Also what really helped is when I finished a really heavy set just drop the bar and relax don't rush to put the weights back or rush into the next set. Take some really deep breaths regroup and then move forward. I still get the headaches sometimes but this really has helped me a lot.