Of the genes, mapping to novel loci identified from the cross-trait meta-analysis, six (FAF1, TMX2-CTNND1, AARSD1, PLCD3, ZNF652, and C20orf203; headache and TSH) and six (HMGB1P45, RPL30P1, ZNF462, TMX2-CTNND1, ITPK1, SECISBP2L; headache and fT4) were identified to be GWS in our gene-based analysis (pFCP < 2.09 × 10−6). This evidence concerns the gene HMGB1P45 and Headache.