Sudden and constant brain fog, sharp temple pains

For the past few weeks I had a sudden onset of brain fog a sharp "ice pick" headaches that occur no longer than 5 seconds in either temple. I've seen the doctor and she believes it's anxiety caused by stress. I now exercise more, drink more water, and no longer drink coffee and have had mixed and inconsistent results. My big question is: should I schedule an appointment with a neurologist? I've never had an MRI/CT scan done before, and I'm not sure if this would be beneficial or not.