What you've described does not sound like anything that would suggest anything is wrong with your brain - however, I think if you are worried it would be worth asking for a scan. I have had similar symptoms from anxiety and have had a CT scan which is a great help in reassuring me, alternatively you may not need this kind of reassurance. It's probably best if you can work out for yourself that it's anxiety - read some of the posts about headaches and you'll find that lots of us suffer from similar symptoms. I really feel for you and hope that things come good soon.
Cheers,
Chelle