One thing that may help is some of the resources that therapy uses to help with anxiety. CBT uses a lot of worksheets. I found this website - https://psychologytools.com/anxiety.html - that has some of them on there. It would take a lot of looking at yourself, which usually a T helps with, but money can definitely be an issue for a lot of people.

Also, some areas have low cost or sliding scale therapy available. You may be able to find a place with an internet search.

P.S. I get headaches, a few different kinds. One kind I get are stress or tension headaches, which can be related to anxiety but they are still headaches and medicines do work. Maybe try talking to another doc, if you still get the headaches. Sometimes, doctors really don't seem to care or understand when there us mental illness involved, and just try to push us off on someone else. I learned I had to not back down and keep fighting when I was having symptoms.