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This small nucleus contains almost half of all the brain neurons that use norepinephrine as a neurotransmitter. The locus coeruleus also projects its axons to those parts of the brain that may be associated with panic disorders (the amygdala, hippocampus, septum, cortex, brainstem, reticular formation, etc). Stimulating an animal's locus coeruleus, like stimulating its amygdala, produces anxiety behaviours.
Quick Answer. Parasthesia, or buzzing in the head, linked to anxiety is the result of either stress-response hyperstimulation, hyper- or hypoventilation, or the activation of an active stress response. The buzzing sensation can occur at the same time as an episode of nervousness, anxiety or fear, or it can occur before or after the episode.