Hubby has early dementia. Now he is having headaches in mid afternoon that are severe. Any suggestions?

I think you need to call his doctor now. There is a reason we have pain. He needs to be tested to see what may be causing the headaches. If you already go to a neurologist than call him. I would not fool around.

Log them for a few days and contact the doctor.
Tell the doctor when the headaches occur and if there is anything your husband is doing at the time.
It may be something you can figure out.
Is the chair he is sitting in getting sunlight from a different angle?
Do they start after lunch? What did he have for lunch?
Do they start before dinner, can they be brought on by hunger?
Has he had enough to drink. is he dehydrated?
Is one medication starting to wear off early? Did one "kick in" and cause a headache?
Lots of reasons.
If the dementia is a Vascular dementia is it possible he is having mini strokes. But this would be unusual to occur every day at the same time.

Do you know what kind of Dementia he has. How old is he. He should have brain scan

Have you reported this to your husband's doctor?

What investigations have already been done? - but report it anyway, along with any other changes that you observe.