Headaches can be hard to figure out. Besides sinuses, vision issues, ear issues, teeth issues, jaw alignment (TMJ), etc certain foods can be triggers and they can vary a lot from person to person. Sometimes a combination of sinuses and big weather changes in the spring/fall will have me laying down with a heating pad over my face for a day.
When I was in collage I could drink anything and it didn't bother me. Now I find that anything other than wine, brandy or hard cider will give me horrible headaches the next day. No more mixed drinks or beer for me. I've been told sulfides might be the problem, but wine never bothers me. Anything with vodka, rum, etc or even 1 bottle of beer (makes no difference which brand) and I'll have a headache for a day or two.
I don't drink a lot of caffeine (1 cup of coffee in the morning) because if I have any after noon I'll be up all night. Sometimes I find that one cup of coffee will head off a headache for me, but it's not caffeine withdrawal.
Some people have trouble with MSG. Eating at a Chinese restaurant or some salad bars will cause them pain. MSG has never bothered me.