Sharp pain in head. Is any other reason.

I am having sharp stabbing pains in head from 2 weeks.i had fever 2 weeks back from them it startt was sometimes back or head or middle left side of head it will stay for a sec and go away.i had anxiety issue in past I stopped using medicine from 2 years.i was fine all these days and this headache started.i usually have normal headaches near forehead and eyes very frequnt..but this headache is different.i went to neuro doc and I took EEG and she said it was not normal and suggest me few medicine.and took blood test and said esr and crp is high.she said either it was because of anxiety issues I had or because of infection.what to do now should I have to use anxiety medicine.does that cause this headaches or there is any other reason.or should I have to take MRI scan...