It sounds to me like you still might have the sinus infection..which can cause a sinus headache, they are no fun! Try applying fairly warm compresses to your face/cheek area and nose, do this as often as you are able. It relieves sinus pain for me. I stand over the bathroom sink and just keep wetting a washcloth as hot as I can stand them, don't burn yourself though.
Hot/steam showers might help, breathe deep while you are doing this.
You could steam your nose with the vapor and eucalyptus oil by boiling water in a pan on the stove and dropping a few drops of the oil in the water, put a towel over your head to hold the steam in around your face and breathe deep. Be sure to remove the pan from the stove after it starts boiling, put it on a hot pad at the table or a counter where it is comfortable to sit.
I also put Vicks in my nose at night and when I need to, I know it isn't recommended but I have done it for years and I'm still living!!
These are just suggestions....I've been there like you, but I don't get sinus headaches anymore for some reason. If you don't get any better soon, see your doctor again. Hope you are feeling better.
Good luck to you.