Hi katie04. I am always experimenting with essential oils. Sometimes they help other times not. But I do use a combo of peppermint oil and lavender on my temples and back of neck for headaches also young living has an oil called M-grain specifically for migraines. Helps sometimes, sometimes not. I have a wide variety of essential oils and use them daily. Actually you just reminded me that I could go use some "Peace &/Calming" oil for my anxiety. Hope you can find some relief soon! Also if you wanted to go the natural route I have heard that fever few works for migraines. I have not (thankfully) had a migraine lately but did buy a bottle of feverfew for when the next one hits. If you google feverfew for migraines it will give you more info.
M-Graine is a good one for migraines. I Use this one also. I normally don't like thing's with scents when I have migraines, with the M-Graine/ and peppermint also it's worth it for me. I keep forgetting about the Peace & Calming for anxiety. Thank you for the reminde!
I am new with essential oils, but just ordered a bunch to start experimenting with due to I will try anything if it helps. I have fibro, plus struggle with migraines, IBS, chronic fatigue, tension headaches, sciatica pain, and many good symptoms that goes along with those, but essential oils have numerous recipes and uses that I am willing to try. If you are on Pinterest, that has a lot of helpful things regarding essential oils.
One word of caution. Be sure and buy from a reputable source. Some companies use turpentine to dilute their oils because it naturally occurs in plants and they can still label their products "All natural". Also, some plants smell bad. The oils that come from those plants shouldn't smell good. If you find an oil that should be pungent, but somehow smells sweet, you can be sure you're getting a blended oil. Lots of companies will add vanilla or another sweet smelling oil to stinky oils to make them less disagreeable.
That being said, good oils do a good job of helping a lot of people. Myself included. Good luck!
Though everybody is different, what will work for them personally, here is what has worked personally for me for your question's: (All from Young Living).
For Pain: I have used a couple different ones from Young Living like RC, Copaiba, and Frankincense. For Emotions: Clarity, Frankincense, Peppermint, Orange, Cedarwood For Sleep: (Haven't discovered one but some few people have said Lavender helps) In General: Elemi, Bergamot, Valor 2.