Anxiety related migraine?

Hi, I'm 18 and I've suffered with Depression for a few years.
However the past few days I've had a terrible ache and pressure around my eyes/forehead. It's gotten really bad a few times and it makes me feel as if I'm going to lose consciousness/faint, and I feel dizzy/disorientated. I also feel quite nauseous. The first time this happened it ended in a panic attack.
I went to A&E but they had no idea what it was, and sent me home with painkillers and an antiemetic. However I had another episode earlier and I went to the 24 hour doctor, who believed it was brought on by anxiety, which was a result of my depression.

I really don't know why this happened, because there's nothing new in my life, but it's very distressing. I can't sleep at night and I've been in constant pain distress since Saturday morning.
The doctor prescribed my antidepressants to sort out the depression/anxiety...but I'm a bit skeptical as to how that will help with this head pain etc.

If anyone has any idea what the problem is or what I can do about it, I'd really appreciate it. Thanks to anyone who even bothered to read that wall of text.