“Then I might be in need of actual medication to address my headaches, sweating and nausea.”

It’s actually not uncommon. People expect and manifest symptoms all the time.

What side effects a drug would be likely to cause, the pharmacologist likely knows long before ever giving it to a human. When the human reports side effects that the drug is unlikely to cause…that human was probably a placebo.

That’s why when I saw the long list of side effects of the medication for quit smoking I never read it, I gave it to a friend and ask her if whatever was one of the possible side effects.
Depression and suicidal thoughts? That was me on Chantix like 20 years ago.