I usually get headaches that last for a week at a time as well. The pins and needles is a big indicator that it is more likely anxiety. But like the previous person said, none of us can properly diagnose you. But since you have been to a GP, and you have been told that it is anxiety, I would accept it. Also, when I take medication for my headaches, and when the medication doesn't work, I usually use that as the indicator that it is anxiety - because my headaches that are caused by anxiety don't usually respond to medication.
Also, like what has already been mentioned, a brain tumour very often doesn't present itself with just the headache - a headache is usually a more advanced symptom (don't let this scare you). A lot of people who have brain tumours often don't ever experience a headache. The other most common symptom is seizers. If you had headaches accompanied by seizures, then that would be the time to start to worry - but your GP would of jumped to action if you was exhibiting such symptoms.
And other than these two symptoms, the other ones are usually related to the position where the brain tumour is at in your brain. So vision may be affected, hearing may be affected, movement, speech, memory, etc. basically all things related to brain functions would be affected.
If you have just an headache, and your GP has told you it is anxiety, then I wouldn't worry. The sooner you stop worrying, the headache will more likely go. But remember anxiety works on a sub-conscious level. So even if you don't feel anxious, this does not mean you are fine - and therefore won't experience anxiety symptoms - you may still experience anxiety symptoms without feeling anxious. I do all the time. We all do.