Tension headache: Given Rex's history of generalized anxiety disorder (GAD) and depression, tension headaches are a common comorbidity and could be exacerbated by stress or anxiety, making this a plausible explanation for her headaches.

Migraine: Although not explicitly mentioned, migraines are common in the general population and can be triggered by stress, hormonal changes, or other factors. Rex's history of hypothyroidism might also play a role, as hormonal imbalances can sometimes trigger migraines.
Medication overuse headache: If Rex is taking medications for her depression, GAD, or hypothyroidism, and especially if she is using over-the-counter pain relievers frequently for headaches, she might be at risk for medication overuse headaches.
Hypothyroidism-related headache: Some patients with hypothyroidism experience headaches, possibly due to the metabolic changes associated with the condition.

Subarachnoid hemorrhage: Although rare, this condition is life-threatening and requires immediate medical attention. A sudden, severe headache (often described as "the worst headache of my life") could be indicative of a subarachnoid hemorrhage.
Meningitis: Infection leading to meningitis can present with headache, fever, and neck stiffness. Given the potential severity, it's crucial not to miss this diagnosis.
Temporal arteritis: This condition, more common in older adults but possible in younger individuals, presents with headache, jaw claudication, and visual disturbances. It requires prompt treatment to prevent complications like blindness.
Pituitary apoplexy: Given Rex's history of hypothyroidism, if she has an underlying pituitary condition (like a pituitary adenoma), pituitary apoplexy (a sudden hemorrhage or infarction of the pituitary gland) could occur, presenting with a severe headache.

Idiopathic intracranial hypertension (IIH): Also known as pseudotumor cerebri, this condition can cause headaches and is often associated with obesity and female sex. It's less common but should be considered, especially if other causes are ruled out.
Cranial vascular malformations: Conditions like arteriovenous malformations (AVMs) can cause headaches and are usually congenital. They might not have been previously diagnosed and could be a rare cause of Rex's symptoms.