。
She said she was having trouble with a headache.
Literal
She [topic-は] headache [subject-が] does [and-て] is-troubled [quotative-と] said.
Builds on the ~がする sensation pattern by chaining it with 困る via the て-form: 'the headache occurs and (as a result) she's troubled.' 困る expresses being in difficulty or at a loss — here conveying that the headache is actively interfering with her life, not just present. The whole clause is wrapped in ~と言った as reported speech.