There is a cutaneous nerve that goes from the forehead up to the scalp. The ulthera most likely stimulated that nerve and it may be irritated for a brief period. This happens occasionally and always resolves.
This hypersensitivity will go away and can last up to 4 weeks. Read the ultherapy book provided on the link below.
Head sensitive to touch after Ultherapy on forehead
There are some sensory nerves that run under the skin of the forehead and the Ultherapy could irritate them, causing the shooting sensation that you describe going to the top of your head. This issue should resolve completely over a short period of time and it causes no permanent damage.
Ultherapy for forehead, eyebrow and upper eyelid lifting in my NYC practice
When Ultherapy is done on the forehead to help lift the unit of the forehead/eyebrow/upper eyelid, some sensory nerve endings can feel the energy and become irritated sending the feeling of discomfort up to the end of the nerve endings in the forward half of the scalp. Some patients will feel patches of hypersensitivity, or even numbness for a while. The few patients that have experienced this in my practice have noted full resolution in a few weeks. I am not aware from my personal cases or those reported by my colleagues, or the company, that this has been permanent.