Suggest Treatment For Pulsating Headaches, Nausea And Shortness Of Breath
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Detailed Answer:
I read your question carefully and I understand your concern.
Troubling as they may be though that type of headache is generally not indicative of a brain lesion. That is because issues such as stroke, tumor, infection etc have a persistent headache, without the migrating features and the brief duration which you describe. Since you mention doctor's appointment I am assuming that he visited you and found nothing on physical exam either.
The other symptoms you mention are a little puzzling as well. that is because that distribution is not indicative of a certain anatomical region or of a body system, it is hard to find a condition which connects all those together, perhaps some chronic rheumatologic conditions and infections, but in their advanced stages (and anyway your blood tests must include inflammation markers which are raised in such conditions).
For that reason if the tests are indeed confirmed as normal and during appointment nothing major was found I would throw the suggestion that perhaps anxiety does also play a role. It is one of the main mimic of most symptoms and it is to be thought when there are many different symptoms without a connection with each other. It may manifest shortness of breath and muscle tension which may lead to stiffness and pain. Of course that is only when exam and blood tests are normal.
There is also one condition which I forgot to mention which is fibromyalgia which may manifest with such widespread pain symptoms (though not shortness of breath typically), but that is also closely related to anxiety and have some common treatments.
So if at the end everything turns out normal and the symptoms have been persisting for some time affecting your quality of life I think it would be worth to have a trial of antidepressant medication, since they are mainstay of anxiety therapy and are used equally as often in the treatment of chronic pain as well.
If on the other hand something turns up in your tests please upload the report and I would gladly discuss possible meaning with you.
I remain at your disposal for further questions.