Can't offer too much advice either on the symptoms front, but know what you are going through, as been having these same symptoms since I changed medications recently, aside from the depression and the leg cramps.
I think the anxiety can make some of the other symptoms worse. I never have an headache when I wake up, its always shortly after it starts - you relax in your sleep, its only when I wake up and start to think about the day ahead that it starts. You worry, the symptoms get worse, you start to worry about the symptoms, and they get even worse because the stress makes them worse.
Am not saying that's the reason, just that its probably making some things a it bit worse. Just bare it in mind.
Now I'm happy about changing my insulin - its something I've needed to do for a while - but that doesn't stop the nervousness about getting the initial dose right, as I am defiantly more prone to hypos at the moment, and having to watch my blood sugars like a hawk until I get a better picture of what is going on, and change my levels which is tricky as I still have a lot to learn about it, and don't want to make a mistake. So I'm betting that quite a lot of what I feel is down to worry, its just a case of finding out which bits aren't so can figure out the problem. Not there yet either, so can sympathise. Got over about 10 years of clinical depression, so know what its like and how it makes you feel things will never change. But they will, it took far too long for me, hope its easier for you.
Part of the problem with talking to GP's is often a communication problem. But it can also come down to a dismissal of a persons mental state and just using the blood test by said GP. They tend to think that it isn't as important, and a blood test they know is reliable. They also know that stress can cause similar symptoms, so tend to ignore them unless there is compelling evidence that points to otherwise.
Next time you see them, remind them that, yes stress can cause some of your symptoms, but not knowing if its that or something else is making the matter worse. He might be willing to talk to you about it, or refer you to someone else who can. But also insist that they take seriously the possibility that some of the symptoms could be caused by something else, and that they will talk about it and appropriate ways to find it out or refer you to someone who can. You will never improve your stress unless you know that at least something is being done about your symptoms - make sure he or she understands that and you might have a bit more luck.
I think that's the best advice I can offer - you need to get the GP to take it a little more seriously, and often the best way to do that is to point out that its serious to YOU - and that as your physician its his duty to try to do his best to do that.
Just try to be as reasonable about it as you can and not get angry if he seems unresponsive at first. If you rush out your words or get angry at him, he will not take you as seriously. so try to plan ahead of time what you will say, and what sort of things he might say and what you can say to counter them. Not the easiest thing in the world to do when your anxious I know. But its worth persevering.
Hope this helps, and good luck.