HI, thanks for using healthcare magic The brain scan would have been able to pick up a brain tumor or bleed if present and the lumbar puncture would have given an indication of an infection in the spinal cord or brain. Other causes of headaches would need to be considered such as migraines, tension headache, cluster headaches, sinus headaches You may want to see a neurologist to determine the likely cause of the headache Lung cancer is not typically associated with headaches but would cause respiratory symptoms such as shortness of breath, chest pain. I hope this helps