Kelly had something on bb about neurolinguistic programming. I will try to find it for you. That isn't going to help the headaches but it might help you stop the constant worrying and stressing. Which perhaps are exacerbating the headaches.

I was always dubious about osteopaths but after a constant headache for nearly a month I saw an osteopath and she started my road to recovery. I get migraines anyway, but this was different and do not respond to my usual medication.

Have you talked to the doc about the anxiety? Or just the headaches?