I am 35 weeks pregnant with second baby and the last few weeks have been having headaches. I have no swelling, no protein in my urine and no abdo pain. My midwife says that my blood pressure is up from booking from 100/50 to 118/72 but that this is OK and they will keep an eye on it. Is this enough reason for the headaches or could it be something else. I am drinking plenty but not sleeping great. Anyone experience anything similar?

It could be from something as simple as your posture... as your belly enlarges, it becomes even more important to maintain good posture as it can put a great deal of stress on your back, and in turn to your shoulders and neck. Lack of sleep can play a role as well for some women. Maybe look into getting pampered with a pregnancy massage, or try out a couple of pregnancy yoga classes.
Do keep a watch on your blood pressure... a one time reading doesn't mean too much (it will fluctuate throughout the day) but keeping check over a period will give a better picture... the slight elevation may be enough to cause them for you.