I am sorry to hear about your concerns about your grand daughter. It seems that most of the possible physical reasons have been excluded as you said so it is possible that her headaches are psychosomatic which means that her body reacts physically to difficult emotions she may be having, stress, anxiety or depression. Talking to a Mental Health Social worker (if this is what you mean by MSW) may be beneficial and relieving some of her stress. However, proper therapy with a psychologist or psychotherapist would be able to unveil any underlying issues. Cognitive Behavioral therapy is a widely accepted therapy model that helps the individual to recognize negative thoughts and feelings and teaches them to challenge those into more helpful ones. Patients are helped to identify certain negative thinking patterns that lead them to feel stressed or depressed and teaches them to see things from different perspectives and change these patterns into more helpful ones. They can also learn about relaxation techniques and work on their coping strategies. This therapy model is shorter term. More in depth models involve psychodynamic therapy which explores deeper feelings and early attachments and relationships. Depending on the severity of her case you may wish to discuss this with her or/ and her parents and encourage her to engage with a therapist local to her. If you feel that she is dealing with a lot at home at the moment I would strongly advise you to talk to her about having some therapy as it is very important that she does not continue feeling as she does as this may affect her schooling and general academic progress, friendships etc. She is at a vulnerable age and if there are issues I would encourage her to work on those. it is a very good sign that she is engaging with this lady you spoke about but it would be much more beneficial if she could have proper therapy.
I hope that helps. I wish you all the best