it is very possible that your symptoms are caused by anxiety or depression. However, for peace of mind, you should make sure that you have regular physicals and blood work. Also, I would make sure you try the suggestions given by the doctors, be it medications or therapy, to help with the anxiety and depression. If it doesn't help, then you can push harder for scans like a CT or MRI.
What docs have you seen? A neurologist or only your primary?
Brain tumors are relatively rare. The doctors can screen for them in a routine exam even if you don't think they are by looking in your eyes, reflexes etc.
The more you worry about something, the more anxiety can take over your life. Headaches are troublesome - they can be tension, migraines (very common in women) and sinus are the most likely culprits. I hope you have seen a good ENT, eye doctor and ruled out sinus and migraine along the way. TBH is right - what docs have you seen?