I tend to focus on the literary and military dimensions of this particular period, for obvious reasons, so there are still some gaps to fill in other respects.
In reading one of Saki's marvelous stories ("The Unrest Cure"), I've come across a female character who has specific times of the week in which she retires to her bedroom to "have a headache." At one point during the story, she is paid some excessive compliments by a handsome young man who seems to be a prince--at which point she immediately runs up to her bedroom "to have as much headache as possible before the Bishop's arrival."
Now, all of this could just be intended to be read straight: the characters are meant to be a pair of dull and unexciting people whom a prankster has determined to shake up with a series of hoaxes. Nevertheless, it seems sort of provocative all the same.
I know we have at least one poster here who has a lot to say on Edwardian sexuality (paging /u/zeroable), but I'm curious if anyone else can also provide some insight into this.
Just so you know, username mentions do not work in posts, just comments.
/u/zeroable, you've been paged.
I love this passage you've quoted! I've never read it before. Unfortunately, I've also never encountered "having a headache" as a sexual euphemism in that time period. I don't want to enter too far into the realm of speculation, but the "to have as much headache as possible" line smacks to me of the kind of sexual doublespeak we frequently see in late Victorian and Edwardian literature. Dorian Gray, for instance, is replete with sexual (specifically homosexual) double entendre. I suspect that in "The Unrest Cure" Saki was invoking this Wildean tradition of imbuing mundane phrases with a sexual charge while leaving a surface reading possible to readers not in the know.