I would definitely find out the cause of these problems. they may or may not be related, so you may need to visit more than one doctor.
Chest pain needs to be checked out by a cardiologist just to rule out any heart problem. Sinus problems should be evaluated by an ENT to see if there is an infection.
At this time of year I get sinus headaches very early in the morning because of dryness. A brief spray of saline, which I keep on the nightstand, gets me through until morning. I usually do a good sinus wash if I think there is any possibility of sinus infection. If that doesn't work after a few days I may need an antibiotic.
Have you seen a gastroenterologist? He can take a look for anything serious and do some tests if there is a possibility of nerve damage.
I don't take pain medicines for just sinus headache. I do take prescriptions for my many other pains. Definitely don't self-treat chest pain! See the cardiologist!