What Causes Headaches During Periods Along With Tightness In Chest?

Question: I am becoming quite the regular visitor on this site.
As you can see, I have been having issues with headaches that typically start around the time of my menstrual cycle. This has had me worried for the past few months. Last week I traveled to attend the funeral of my grandfather and wasn’t really feeling the headache anymore, but since I got back home, I felt like I was having trouble breathing on Thursday which turned into some tightness in my chest. I visited an urgent care center and they conducted an EKG, chest xray, blood work, and urine sample and everything came back clear. They thought I was probably having anxiety and prescribed me with an anti-anxiety med. I haven’t really felt any more “panic” coming on, so I have not taken it yet.
Ever since then, I have noticed that every once in a while, I will feel a “stabbing” sort of pain in my left chest area – closer to my arm pit than the middle of my chest – that lasts 1-2 seconds. I also feel like my left arm will get a sort of tingling sensation down the side where my pinky is located. I also feel a bit “off” every once in a while – like really nervous and faint. Today I have some heart burn after my breakfast.
It is really scaring me and I am not sure if I should return to the ER or if I should just wait until an appointment set with my PCP tomorrow.

Thank you.

Is tingling radiating down arm from the shoulder to the pinky typically a sign of anxiety? I also have a spot on my back that aches a little bit and is tender when I push on it.

I am very concerned about having a heart attack. Do you think it would be possible that it wasn't caught when I went to the urgent care center because it was too early and now it is getting closer?