With all due respect, I doubt there is a connection between her migraine and locking up the mansion.
I think we agree (at least I think I convinced myself about it
) that her headache might be a symptom for a psychological illness, but I cannot really imagine she was paranoid ~15-20 years ago when she moved to Rokkenjima.
I believe it was stated somewhere Jessy spent all/most of her life there. (I might be wrong on that, but even the Shannon - Jessy conversation hinted they know each other for more than several years, and Shannon only lived in the orphanage and Rokkenjima).
It's unlikely Natsuhi lived seperately from her (Jessy is the successor after all), ergo N. must have been living in Rokkenjima too at least more than 9-10 years (
"most" means, the greatest part, the greatest amount, the largest chunk. I believe it's safe to assume Jessy should have spent more than half her life there at the very least, and she's 18 now).
And according to the servants she ordered the better organized security soon after she moved there (I imagine there was no migraine, or paranoia back then).