A week or so later, the same woman called out to me multiple times to grab my attention so that they could to repeatedly say "I said hello neighbour!" to me

I'm a big fan of being neighbourly/having positive interaction within one's local community when someone's open to that, and I generally like to be approachable, but I don't know how else to signal that it's not a good time for me (I had a migraine, had headphones in, and was walking on the other side of the road without making eye contact)