Tired and thirsty

I've been having bad headaches the last few days and trouble falling and staying asleep. Even with the aid of acupressure and sleeping pills I am unable to stay asleep for more than a few hours at a time. My dreams have also been very strange. Last week I woke up screaming - something I don't recall ever doing before - even though the dream I'd just had wasn't particularly scary. My psychologist said it was probably a night terror. I really hope this phase of not sleeping well passes soon, as I'm getting weaker and more fatigued from lack of sleep.
Another strange symptom I've had for about a week now is feeling constantly thirsty but no matter how much I drink, my throat feels dry and my thirst does not go away. And my urine goes from clear, to dark and cloudy, to clear and back again. (shaking head)