Hi there! Ipsilateral (one sided) headaches have multiple causes including (but not limited to) migraines, cluster headaches, hemicranias. Given shoulder involvement, I suggest obtaining evaluation of neck as well in addition to a detailed neurological evaluation. Headaches, moderate to severe in intensity, commonly can cause/precipitate anxiety/fear and sleep impairments, which in turn can affect a persons mood as well.
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I think a neurologist or a neuropsychiatrist should be able to assist you.