From memory that trio played just three times in Tokyo, once around 2002 and then another two dates in 2004. I don't think they toured. Head Rush was indeed the name of the unit.
While the trio was short-lived, Haino has played with Pill on and off for a good few years. I remember seeing them playing as a duo sometime in the mid 90s. And of course, there's that trio "Hikari=Shi" single with Maki Miura.