From the information that you have given it looks like you are going through a stress full period of life and this has aggravated your "Anxiety". The frequent headache that you have specified could be because of this and is called "Tension headache". Stress can be one of the cause of excessive hair loss.As a dermatologist
i would not suggest any treatment for that at this point.
I would suggest you control your stress and try to relax.Once you learn stress management
i believe most of your complaints will also get relieved.It would be a good idea if you can consult your Psychiatrist
for the complaints and talk to him freely as some of the complaints that you have specified points towards probable "Depression".
The drugs that your doctor has prescribed mainly is for controlling your anxiety and give you good sleep and should help you.
You might also consider doing meditation
to relive your anxiety.I am suggesting all this in your best interest as concerned doctor.
Hope it helps
Dr.Soumya Nagaraja MD