A lightheaded, foggy feeling (head full of cotton) esp while walking and/or outside, sounds to me like a vestibular problem, not a psychological problem.  I'm not a doctor so I don't know, but if you can find a doctor who specializes in vestibular issues, it would be worth getting yourself checked. 

    Vestibular = inner ear, equilibrium, etc. 

    I had that along w/ many other distressing symptoms when my latest bout of vestibular issues started.  Most regular doctors don't know anything about it.  Finally I found a ear nose and throat specialist who diagnosed me w/ MAV (migraine associated vertigo) and put me on a medication which has helped a lot.  I stopped having the foggy head a while ago.  I still have other issues but they are mild now that i'm on the meds. 

    Just wanted to suggest this.  It's possible your issues are not physical but I know that kind of symptom can be.

    Good luck to you.