This sounds like muscle pain. Anxiety drives muscle pain. The more anxious you get, the more you tighten your muscles and hence bring on pain. The areas you describe have tons of muscles present. I suggest that you get 1 or 2 professional massages of the neck and entire back.
Very normal. I clench my teeth a lot - especially when I sleep. An idea - go to a sporting goods store and get a mouth guard (like they use for football). Wear it at night when you sleep. It will keep your teeth from grinding against each other, biting your mouth by accident, and I found I actually slept much better as a result. Other people I know use them in the car as well if they find themselves stressed while driving.
I think one thing we all can agree on here is that Googling symptoms has never made anyone's HA journey better...despite how badly we want to do it at the time. Another thought on your doctor interaction - the job of ER doctors is to assess your situation, treat you, and get you out the door or into a room. Why? Because there's a dozen more people in the waiting room coming in right behind you. My guess is that the Dr. didn't think any less of you - he knew from your symptoms that the quickest way to answers was to get the tests done and assess from there. Good news is that they didn't find anything. Better news is that the shift in pain levels (down after the Dr. visit) show that your mind certainly has a role in your pain and worry. I know that when my HA is at its highest, going to the doctor is like getting a drug "fix", I feel like a million bucks until it wears off. Then I want to go back again for another fix. And the cycle continues.
The therapy choice is a very good one. For me, it got me out of the Doctor visit loop and got to the root of the issue. I hope it does the same for you.