I'm the same as little_didgee - I clench my jaw subconsciously when I'm having a bad or anxious time which always leads to a headache. Maybe try being observant to see if you're subconsciously doing anything to cause a tension headache like that?

Otherwise, if you're not, I don't really have anything else helpful to suggest I'm sorry, I really hope you manage to get rid of them soon - persistent, ongoing headaches are awful.