I agree with cj. Also, remember that anxiety itself can cause headaches.
If it makes you feel any better....I have had a splitting headache for the past 4 days. It stinks!
Keep those lines of communication open with your doctor!
I have taken both the generic and prescription brand and have really seen no difference. In fact, I have actually been given different generic brands when I have had refills with no problems. Just remember that there are side effects with Sertraline (Zoloft) in both the generic and brand name forms especiallly when you start, change doses, or come off of it, but for most people they are not that bad. For example I have more side effects from taking a Claritan than I ever did with Zoloft. As with any medical concerns, always keep an open channel with your doctor to express any of your concerns or questions.