After reading your post, i can tell you that all those things can cause headaches.
I have bad sinuses, and I have headaches allthe time too. If one of your nostrils are always more plugged than the other, I would think sinuses may be contributing to your headaches.
Aslo, teeth grinding and tmj problems cause headaches. Besides wearing a splint, i think the only way to correct a bite is to have dental work done, such as crowns and or orthodontics.
Nexium can also be contributing to your headaches. Headaches are listed as a side affect of the drug.
Im sure with allthis going on, you have some anxiety...which will play a part in your headaches as well.
I dont knkow what to recomend to you. Have you tried any sinus pills?....Maybe have some dental work done, or change your ppi med.
I hope things get better for you...