Why are you stressed? Are you pressured by your studies ? Or are you unhappy about something else.

It is important you first consult a Neurologist to rule out any physical or neurological cause of your headache, since you also feel sick and weak. Yes, physical symptoms like headache, tiredness, lethargy, palpitations, shaking, sweating, sleeplessness or lack of appetite can all be part of depression and anxiety. If that is the case, you got to focus on effective treatment of depression with appropriate talking therapy like cognitive behavior therapy, lifestyle modifications like regular exercise or yoga, meditation, sleep hygiene, healthy eating, addressing any underlying stresses etc. In moderate to severe cases, medicine are helpful too. Please consult a psychiatrist for a comprehensive assessment and to determine appropriate treatment. Best wishes