Hi Adam and welcome!
What you describe is what many of us encounter before we get a correct diagnoses. Lets see: Sinusitis, allergies, abscessed teeth, cervical misalignment and migraines to name some. The above can and do result in lost teeth, sinus surgery, and lots of chiropractors.Then, we wind up with the wrong meds (Imitrex pills) and others that do not work.
A headache specialist is your best bet for a competent doctor. This site is the best, in my book, for actually helping people. You will learn a lot about what really helps and what is rubbish. You will likely find that D3 Regimen and O2 are your new best friends.
Keep reading and asking questions!