Repeated sinus infections seem unlikely. Much more likely your headaches and other symptoms are migraine. Headache is not among the symptoms of allergy, so allergy is ruled out.

The olfactory bulbs, which are the organs of the sense of smell, are located between and above the eyes, above the top of your nose. So I'd conjecture that the pain you describe originates in and around your olfactory bulbs.

Many people alter their intake of caffeine-containing beverages during the winter months. Some people increase their coffee intake when it's cool and cold. Other people decrease their caffeinated soda intake during cool weather. Such changes in caffeine intake habits can lead to caffeine withdrawal headaches.

My advice: gradually decrease your caffeine intake from all sources over a number of days. Try using naproxen sodium to relieve your headaches. As you decrease your caffeine intake you may find naproxen sodium becomes increasingly effective at relieving your headaches, even if it didn't work well for you before.