I also think it sounds like anxiety. I have that feeling once in a while, different from my "usual" anxiety. I used to stupidly mention that I felt as though "something bad is going to happen", but people started looking at me as though I were having premonitions or something.

Sometimes my body was trying to warn me of something, sometimes it was probably just the full moon. But I think I know the feeling you're describing. Like dreading something, but you don't know what it is. Yet.