I get really bad headaches alongside left arm pain and heart palpitations. What do you recommend?

A full work up. Severe headaches should be evaluated with a full exam, + or - imaging like a ct or mri. Left arm and palp needs attention too. A holter or event recorder to assess the rythm and correlate it with symtoms. Full battery of labs.A review of the meds you take including any suplements and over the counter meds . Echocardiogram or stress test as indicated.