Correct me if I'm wrong, but I believe your headaches would be more likely caused by cerebral vasodilation secondary to rebreathing exhaled carbon dioxide rather than hypoxia.

 

It could be. I'm neither a doctor or scientist. All I know is, I get prolonging headaches everytime I'd sleep under, and thousands or millions of others do not get. Well, I'm never gonna sleep under a blankie again, no matter if it makes me fall asleep faster. Not worth the trade off.

Edit: actually, I'm pretty sure hypoxia can cause headaches too, so can dehydration and many other things.

But anyway, as said, I've learned my lesson, even if it does make me fall asleep faster, and that other people don't experience the same headaches.