Yes! Happens as much as 5 times a week to me sometimes. It's a really bizarre feeling. Sometimes I feel dizzy or lightheaded and sometimes I get other sensations that accompany the head rush like paresthesia such as tingling, burning or cold sensations in limbs or other parts of the body. And yes, my anxiety levels are always extremely elevated during these "episodes".
I don't know about you but I'm a cardiac worrier so these sensations always trigger heart palpitations/fluttering which leads me to fear heart issues. The feelings subside after about 20-30 minutes.
Usually a glass or two of cold water helps me as well as some good old distraction.
Do you have sinus issues? I do and I attribute some of my head rush sensations to my poorly draining sinuses. The sensations ONLY come when I have been lying down for some time so this leads me to believe some of the fluids sloshing around in my sinuses are responsible for the troubling feelings.