Welcome to the Headaches and Migraines Health boards.
I hope the desired support and comfort is found. Well I would get an Magnetic Resonance Imaging test done right away with the Emergency Room. I would at least do a neurologist consult in case there is an aneurysm caused by the high blood pressures of weight lifting and the possible weakening of the thin blood vessel walls making a balloon in them. If it breaks brain damage may occur.
If it is caught in time and operated on there is a chance that much can be preserved. Of course there are some risks with surgery also which need to be looked at.
At the very least I would avoid weight lifting and do brisk walking for exercise instead.
Of course there are other causes of headaches and aneurysms such as fungus and monosodium glutamate, chemicals or non food substances in the body, heat, tension, smoking, infections etc. so the neurologist can determine the true cause.
Everyone is in charge of their own health care decision and is responsible for their own health care choices.