A. Recommend they drink water, then stop the training session
First thing first, drug abuse is not an option. Drug abuse includes self medication or taking drugs not prescribed by a medical practitioner. As a fitness trainer, ones job is not to prescribe drugs.
According to this question, if a client is experiencing headaches during a training session, the best alternative for the trainer is to recommend taking water to calm the client down, then put an hold to the training. The trainer is not qualified to prescribe any drug whatsoever.
Therefore, the trainer should recommend that a client with headache drink water, then stop the training session.