Its a vicious cycle, your anxiety is triggering your headaches, then your headaches are triggering your anxiety, so your anxiety feeds the headaches, and the headaches feed the anxiety. I know it must be hard to try and do things when you have a headache, but are there times where your headache feels a little less painful? You should try going out for a nice long walk then, then from there see how it goes, then go for a jog, then go for a run, just a smooth progression, don't try and start running immediately. Why I suggest this is because doing this kind of physical activity can release endorphins which relieve stress, anxiety, depression, because I hear that you are experiencing that.
Try it and see how it does, you should keep track of your headaches and your progress to. If you have an iPhone, there is a study that is being conducted by researchers at the IWK Health Centre to test a headache diary app. This app has a pain diary that allows you to keep track of your headaches whenever they happen and provides helpful reports to help you to identify your headache patterns. Its an electronic study, so you can participate no matter when you are, just follow this link to find out information about the study and how you can participate: https://oak.mywhi.ca/