Severe headache. Should be my next step?

In December I was rushed to the hospital for a chest pain. Turned out to be acidity. I have been consulting a cardiologist since then but it turns out that chest pain has no cardiac element in it. During this period I developed a severe headache and anxiety. I was given ciplar LA 20 by my cardiologist which brought down my headaches by almost 80% but not completely eliminated. Everyday morning when I get up I am fresh but as the day progresses I get these headaches a tight band around the head which hampers my concentration at work. I am still yet to find out what is the root cause for these headaches. I visited a gastroenterologist too for acidity. He suspects it's reflux. Can reflux cause this kind of headache daily... Please advice what should be my next step