
Are Shortness Of Breath, Fatigue And Headache Caused By Iron Deficiency Anemia?

B12 or iron deficiency unlikely
Detailed Answer:
I read your question carefully and I understand your concern.
Facial tingling can have many causes. I do not think iron deficiency anemia is likely as to cause such sensation symptoms due to low oxygen levels it should be severe and have other more pronounced symptoms such as shortness of breath, fatigue, headache etc.
Peripheral neuropathy may be a cause. Vitamin B12 is only one of the many possible causes of peripheral neuropathy. I still wouldn't say it is the most likely hypothesis as usually it manifests with abnormal sensations in the extremities not the face. However since testing for vitamin B12 levels is a routine cheap test it can easily done if you really want to rule that out.
Metabolic and hormonal issues such as glucose and electrolyte abnormalities, high thyroid function etc may also be a cause. If not already done you will most probably have some routine blood tests anyway which will check for the above (anemia, metabolic, thyroid and vit B12 alterations).
Another possibility is also anxiety. I usually mention that last as one wants to make sure other possibilities are excluded, but in common day practice it is perhaps the most frequent cause.
Now coming to the MRI results. Brain lesions can manifest with weakness of the limbs or abnormal sensations in the face. Demyelinating disease like Multiple sclerosis would justify those symptoms you describe, so unfortunately it is a possibility. Of course you should get a second opinion. If multiple sclerosis is among the diagnostic possibilities though, I think most probably a lumbar puncture with examination of the cerebrospinal fluid will be required.

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