About once a month, there is a post of natural remedies for migraines.
Catherine Woodgold speaks about the spiral of anxiety that you mention:
Here's an excerpt"
"(8) Psychology

People often think thoughts that are just a little frightening.
When normal people think these thoughts, nothing much happens.
But migraine people have over-reactive hormone systems, and
adrenalin and other hormones are released along with just
slightly scary thoughts.  A migraine person may not feel scared
at all, may claim to be relaxed, but at the same time may be
showing the physical symptoms of fear.  These symptoms may be
partly resulting from various chemical processes such as the
foods the person ate.  However, they are also the result of
thoughts.

The scary thoughts that bring on phase I of a migraine are
usually semi-conscious ...  just outside the range of conscious
thinking.  For instance, a migraine person may look at a gift
they're wrapping and consciously think, "Maybe I should have
bought something better."  But at the same time, in a semi-conscious
way, the following thoughts flit rapidly through the mind: "I'm no
good at buying presents.  People will look down on me for being cheap.
I might lose a friendship."  These thoughts go by so fast it's hard
to pin them down.  But they're real, and are accompanied by cold
fingers and other symptoms of phase I of a migraine.  The person
might not notice the symptoms.  Later, when they have a headache,
they might not realize they had been under stress.  "I was just
having fun quietly wrapping presents."

It helps to write down such thoughts.  Kohlenberg [11] recommends
writing the thoughts down in the form of a proof that either
there's a threat to one's life or health, or that a law of nature
has been broken, i.e.  that something "should" be happening and
isn't.  Writing the thoughts out slows them down so that they
come under conscious scrutiny and control.  Then, on another part
of the page, write down arguments against each point.
"I may not be the best in the world, but I'm capable of buying
reasonably good presents.  I have no evidence that people will
look down on me, and if they do it won't hurt me.  If the friendship
is worth keeping it involves a lot more than just gifts."

It helps to avoid thoughts with words like "should" and "ought"
in them.  Instead of thinking, "I should wash the dishes now,"
think "I want to wash the dishes now." One good way to eliminate
a "should" thought is to start doing the thing.  If you don't
want to, there's probably a good reason not to.  Then, instead of
thinking, "I should ...", think, "I decided not to...  because
...".  Accept that every decision has both good and bad results.

It's useful to combine this technique with biofeedback.  See
Kohlenberg's book for both.  Since that book is difficult to obtain,
other books which are excellent for dealing in a similar way with
emotions (but which don't specifically address headaches) are
Burns [2] and Ellis [4], Greenberger [7], and other books by the same
authors."

If you search the site, you can get her entire post, it's very helpful.
Many people with migraine have over-active autonomic nervous systems
(fight or flight) and that's why some of the medicines, like beta
blockers, can be helpful.

Personally, I'd check in with my doctor and get a good eye exam and try
to come up with a plan for treating the worry and the other symptoms.

I'd also not blame myself for being anxious--hard to do.
Judy