When would a headache be a cause of worry and an indication to undergo an MRI scan?

Thank you for sharing your concerns. Sounds like you are a young lady with "mild depression" who gets frequent headaches. Most people can feel like they are at their wit's ends when dealing with such problems. There seem to be infinite treatment and test options. It can be hard to find a doctor who will give you an opinion on what should the next step be. But it does sound like your GP cares a lot about you and does give you sound advice. Perhaps you can go back and check with your GP again.

Sorry to hear that there is a fragment left behind at the extraction site. I do agree with Dr Gerald that it sometimes happens to even the best of us. While trying to extract a tooth, sometimes it makes more sense to leave a small little fragment behind, than to scour and cause more damage to the surroundings. Generally if the fragment is small and uninfected, problems shouldn’t arise from it. After a year (since your surgery was at March 2017), we have to weigh the pros and cons of removing the fragment especially if it’s firmly embedded and hard to access.