I had a normal mri & eeg, but my psychiatrist says i could be brain damaged from years of klonopin & xanax (alprazolam). wouldn't this have shown on the mri/eeg?

Not necessarily: particularly for MRI which only shows structural damage. There is zero evidence that even long term abuse, let alone therapeutic use, of benzodiazepines causes structural brain damage. There are now a handful of studies that show that memory and other cognitive problems after long-term benzo use may not resolve in all patients, particularly the elderly. Neuropsych testing would be appropriate.