Migraines are thought to be from "spasm" of blood vessels in the brain and in the meninges around the brain.
Vitamin D is actually a "pro-hormone". It has to do with bone building and the good functioning of the immune system. When it is very low, a person may complain of muscle aches and pains.
I have not seen any studies linking the 2. However, there are many individual triggers for each person that can cause a migraine: if neck pain is a trigger, and the person has LOW vit. D, then the low Vit. D may cause a migraine.
I hope that helps 🙂