I suffered from clinical depression for many years, and also a depressed immune system (chronic bronchitis, headaches, etc.). I sat around and did virtually nothing - sorting the mail was a major accomplishment. I was exhausted - that's common when you're sick and not sleeping well, when you're depressed, and when you're stressed about money and a social life. The bronchitis kept me from sleeping much, and that made me more lethargic during the day. So I had no energy for socializing and building a support group, and the whole vicious cycle kept repeating itself.
It's unlikely that your headache is caused by something that you fear so much (I assume you mean something like a brain tumor). It's more likely related to the depression, the stress and exhaustion, and perhaps some other chemical imbalances.
I used antidepressants for a long time - they can be good in the short run, and they can take away the very low lows. However, I didn't find they helped with making me happy - just less sad. Does that make sense? But they don't work overnight anyway, so if you go that route, you really have to commit to at least 3 months of consistent usage for them to kick in fully. Some people get results sooner, but not all.
It sounds like you don't have a social group at all. The only way I know to do that is to get out and give to others. Join a church or a synagogue, a charity group, a community chorus, the PTA, a gym with decent classes with other women your age, anything. You won't find good friends overnight, but you will in time, and you will be doing something good for someone else. That's a mood booster.
The most important thing I did was to boost my immune system, and I did that by really learning about cellular nutrition and not just grabbing something off a store shelf. There's no one single vitamin or herb that will do it. However, 6 years ago, I had my last case of bronchitis and my last cold, I got rid of my tension and allergy headaches, I had more energy, I forced myself to go to the gym (endorphins, plus meeting some terrific women in a class), and I had great results with depression. I weaned off my antidepressants, with my doctor's help and blessing, and she and I watched my lab results continue to improve (cholesterol, Vitamin D, sugars, blood pressure, everything).
Something is out of balance with your body - that's why you have all these symptoms of different things, and you really just don't know where to start. I understand that confusion and inertia - I've been there. But there is hope, and it's actually pretty easy to do if you just can muster an hour or two to talk to someone who has been through it. Please believe me when I tell you there is hope - and a network of people willing to help you.