I sometimes get that feeling regarding my limbs as well. It is only when my usual anxiety turns to panic. I just thought I should mention that as it sounded familiar.

Just some more thoughts...

You mention headaches as well. Have you ever had any tests for seizures or checked for migraine?

If I were you I'd ask over on the

Epilepsy Forum
includes seizure disorders

You could also check out

Headache Forum
[including migraine]

There's a Forum Search Feature at the top of each page. You could maybe check that using specific keywords.
http://neurotalk.psychcentral.com/search.php

I hope you find some answers.