Headache as symptom of anxiety

[jpomerantz]

Hello, I am currently seeing a client that manifests classic anxiety symptoms such as shaking, loss of appetite, trouble concentrating, shortness of breath, feeling as if he's "cracking up"; but in addition has symptoms such as severe headache and, to a lesser degree, stomach ache.
Interestingly enough, the client's younger brother passed away from brain aneurism, and the headaches, quite predictably, invite catastrophic cognitions about "not waking up".
Medical workups - including CAT scan - are all 100% negative.
The client has also experienced a terrible headache subsequent to interoceptive exposure trial spinning on a chair (along with his full blown symptoms of shortness of breath etc).

My question at this point is: in addition to fostering an attitude of acceptance, teaching coping skills (relaxation, rational responding, coping self-statements etc), and doing exposure work - is there anything else that should be done to directly address the headache?? if doctors have found nothing can we really assume 100% that the headache is psychogenic? also, can headache symptoms be expected to "peak and pass" like other symptoms of anxiety, or will some other treatment be needed once a headache starts? in this kind of case is the use of pain medicaiton inconsistent with acceptance?
Any advice would be greatly appreciated!