I also sometimes get sinus headaches during a big pressure change. I get them sometimes even when there is a change to high (and very dry in Utah) from low system moving in. That is really annoying, when everyone else is enjoying a gorgeous October day, and I'm down with a head splitter. I'm new to this site, so I dont know if its allowed, but the only over the counter meds I take for anything is Advil sinus for those pressure change headaches. I don't get any of the nasty side effects like other meds. But I do have to sign my life away buying them....breaking bad an all.
I used to get them a lot more when I lived in a humid climate in the great lakes region. High Altitude takes getting used to, but it has its advantages.