What to do if i am taking loxalate to treat anxiety/depression. is it safe to have headache tablets with it?

Some are fine: The Tylenol-type headache pills are fine. Avoid aspirin or Advil-types since they can increase a risk for bleeding. Hopefully, your headaches are only sporadic - if they are fairly constant, consider an evaluation. Sometimes, especially depression patients develop beliefs that they should expect to suffer. They'll take a pain pill for a symptom, but don't seem to think they can remedy the problem.