I got my first Shingrix vac. last Tuesday. Can I take 40 mg. prednisone (4-3-2-1) to break headache?

That is a very large dose of prednisone. Prednisone is a steroid. If you take that large a dose, it will shut down your adrenal glands for a few weeks. So you will have to ween yourself off of prednisone a little at a time in order to stimulate your adrenal glands to slowly start working again. Prednisone is mainly used by a doctor to counteract the body's inflammatory response. It has a lot of bad side effects that can occur. I definitely would not use it at such a high dose to treat a headache.