Chronic migraine affects 1–2% of the global population and is the leading cause of neurological disability among women under 50 years of age. The advent of calcitonin gene–related peptide (CGRP)-targeting monoclonal antibodies and small-molecule receptor antagonists has constituted the first disease-specific preventive paradigm; nonetheless, real-world registries demonstrate that 30–50% of treated patients fail to revert to an episodic phenotype, with medication-overuse headache further complicating clinical management. The therapeutic ceiling observed with single-target CGRP pharmacology implies that chronification is governed by mechanisms operating upstream of, in parallel with, and beyond the trigeminovascular neuropeptide loop. The present narrative review synthesises converging evidence from 2020 to 2026 and advances a multi-stratum model in which chronic migraine is conceptualised as an emergent systems failure. Within the trigeminocervical complex, the alarmin high-mobility group box 1 (HMGB1) is proposed to function as an upstream catalyst of the Toll-like receptor 4 (TLR4)–NF-κB–CGRP signalling axis; murine nitroglycerin models indicate that HMGB1 silencing attenuates neuroinflammation and central sensitisation. Clinical data obtained from patients with medication-overuse headache reveal elevated circulating concentrations of lipopolysaccharide, HMGB1, and hypoxia-inducible factor 1-alpha, consistent with intestinal-barrier compromise driving sustained systemic neuroinflammation. Preclinical findings from 2026 document sex-specific perturbations of the gut microbiota and faecal metabolome, together with augmented allodynia in female chronic-migraine models; complementary work demonstrates that sleep restriction and caffeine synergistically reduce the trigeminovascular activation threshold in a sex-dependent manner. Functional neuroimaging implicates sustained decoupling of the salience, default-mode, and central-executive networks as the putative neural substrate of interictal cognitive morbidity. A complementary computational account, grounded in the Free Energy Principle, conceptualises chronification as the consolidation of pathologically rigid prior beliefs—a hypothesis amenable to falsification via task-based contingent-negative-variation, mismatch-negativity, and Hierarchical Gaussian Filter modelling of probabilistic-learning paradigms. It is concluded that progress in chronic-migraine research requires a transition from single-target optimisation toward multi-stratum intervention, anchored in a longitudinal transitional cohort with integrated neuroimaging, electrophysiological, microbial, and ecological-momentary endpoints.