I have experienced both of what you're describing. I always just assumed it was another GERD symptom/Nexium side effect. I also take 40mg/day.
The weird soreness (which is what I think when I think of the sleeping on the fist example) gets worse when I contact my diaphragm and fully breathe out. It usually only lasts for a few seconds, sometimes a minute, and then goes away.
The anxiety feeling I get also. The only time I ever got that feeling (before the Nexium) was if I was feeling a huge adrenaline rush, and it always went away. Now I get it about once week.
Let me know if you ever discover what causes this!