Headaches upon awakening can be a sign of CO2 buildup (sleep apnea- not breathing well enough at night).. that's a sign you need some help- among many other signs sounds like.. Do you live in the U.S??

It just sounds ridiculous the way they are going about helping you, or not. I Hear ya, so many dr's have told me they think a lot of it is anxiety etc.. ha.. I had no anxiety when all of this started, but when you can't breathe, carry your kids, walk, then yea, your gonna be anxious.. and yes that can make the symptoms seem worse, however that does NOT mean that the anxiety is causing the initial symptoms.. I was also hesitant to push further at first, after being told it could be anxiety, you start thinking maybe it is.. however when they performed the pulmonary function tests and they were in fact low, and other tests started coming back abnormal, it wasn't all in my head afterall (as I told them - I wish it was, cause afterall, that would be the best case scenerio right!?) Waking up with a headache and all those other symptoms are not a psychiatric issue!
I really hope they listen to you and get you the help ASAP that you need.. Sounds like someone may need to scare them - and rip them a new one to get them to take you seriously.. so frustrating, I'm sorry!