You mention wanting this to be a song lyric. That allows for more freedom with grammar and style than does formal (or even informal) writing.
Using of is often the same thing as a possessive, and in can often be rephrased as inside.
This means you could compare the following two meanings:
My head's confusions are driving me crazy.
Confusions inside my head are driving me crazy.
Of course, you could paraphrase these things in different ways—but it would also subtly alter their meaning:
Confusing thoughts are driving me crazy.
Internal confusions are driving me crazy.
I personally think that confusions of my head is the least natural sounding. But I wouldn't necessarily choose confusions in my head either.
In the end, it's based on what you want to convey, how it works in the context of the other lyrics, and your own preference.