I have zero medical knowledge from my own studies as I'm just a pre-med, but I can tell you what my rheumatologist told me. I have SLE and I get severe headaches. He sent me for an MRI to check for lupus cerebritis, which came back negative. He said the symptoms involved headaches, seizures, and stroke. Then, he said there's something else which some doctors call SLE-NP, which is just like lupus cerebritis (as far as symptoms go), but it involves severe anxiety. He said he reserves that diagnosis for SLE patients who have also been diagnosed with some kind of anxiety or panic disorder.
Like I said, I'm only basing this on what he said, not my own experience or knowledge, so take it for what it's worth. I hope it's right!