Ive never had anxiety make me throw up. But I get migraines now and then, and they make me throw up. The pain is too intense... or I should say, I used to throw up from them, til I realized I had migraines and started taking anti-migraine medicine (excedrine and the like.)
Migraines can be tricky, especially if you have tension headaches. They'd feel the same at first. But the migraine is normally on one side only. Because migraines are more than a headache, they can easily trigger anxiety symptoms.
You may want to look into it. Oh, and in answer to your final point: http://youtu.be/OaTO8_KNcuo