I have the same problem currently. I've had these random head pressure/pains just come and go all throughout my head (usually one at a time). It scares me so much I've had them for the past 6 months since I had my first panic attack. I even had a CAT scan done in March and everything was fine. But I still just get scared because they come out of NOWHERE! Even when I'm not anxious.
Therefore, having these random head pressures cause anxiety.