Holding your nose during a sneeze sounds problematic. A sneeze is trying to force air out your nose to remove the irritant. You can damage your sinuses, your Eustachian tube, inner ear and more. Some have suffered hearing problems from blocking a sneeze.

Yes, the frontal sinuses could be strained by the blocked sneeze.

Your physiotherapist is clueless. An MRI only shows gross abnormalities. The subtle injuries and strains will not show up.

Yes, range of motion is trying to get the head/neck to turn more during each therapy. It can make a subtle neck injury worse. Physiotherapist like to chart ROM and see improvements. Without improvements, they have a harder time justifying their treatment and billings.

I don't understand why you do things that can injury you or you let others do things that can delay your recovery. You are in control of your body. No physiotherapist can do anything without your approval. STOP her.

What is the physiotherapist trying to treat if the MRI says your neck is fine?