Headaches can really be so many things and stress can cause so many more things! Fatigue as well as stress can bring on headaches, and it doesn't need to be when you wake up.
I brought up GERD because of your other symptoms...the fullness in the stomach area, respiratory problems. Yes, anxiety and stress can cause those too but they happen in GERD as well. And it definitely causes headaches. Foods that trigger GERD include caffeine, chocolate, tomatoes, citrus, peppermint. Smoking irritates GERD as well as stress.
Whatever it is i hope you can find relief. I have had my headache for 10 days now and get to go into MRI tube on Tuesday to rule out some things. Unfortunately MY GERD is flaring from all those headache meds they gave me so it is complicating matters.