I was on fentanyl pain patches for 14 years. My PM doctor slowly decreased mg and I have been....

I wouldn't have thought your headache is anything to do with coming off Fentanyl. I've been off the patches (changed to low dose slow release morphine) for over 2 years now - no headaches!
It rather depends on why you were on the patches in the first place. Maybe the headache have been there some time but the patches were masking the pain.
I would think that the headaches might indicate a skeletal or muscular problem rather than neurological. Anything like that would more likely manifest itself in other ways like tingling or vision problems.
Anyway - I'm no doctor but, having come off the patches myself, I had no problems like you are having.
I'm sure it's nothing dramatic but, for your own comfort and peace of mind, I'd get yourself to the doctor and have it checked out.
I hope you get everything sorted. I know it's easy to say but, try not to worry - because the stress - well - it can give you ... headaches

"Could this be a neurological problem?"
Answer: Simply stated, Yes! Go to a neurologist and get an examination. Then, you will know for sure.