For years, I thought I had sinus headaches because I'd get a headache when there was a storm and the air pressure changed. (I thought this was related to sinus pressure.) I treated them with OTC sinus pills, which worked after 4-5 hours.

After a particularly bad one, I finally saw a doctor and found out I'd been having migraines all along. Since then I've used OTC medications (Excedrin migraine or just plain Advil) and these usually work a lot better. However, it took a few years of trial and error to find the best way to take these to optimize relief and minimize side effects. For me, what works is taking a pill with a full glass of water, waiting about 30-45 minutes, and then eating a good size meal. If I can arrange to take the pill this way, it almost always works well. If I take it and eat immediately, it works, but I get many more side effects. If I take it and don't eat at all, it often seems to not work very much at all. )

Interestingly, sometimes I'll be okay during the storm, and then get a terrible headache when the storm clears, which I guess is another change in barometric pressure.

I don't know if this will help you, but at least I can say I know exactly what you're going through, and hope you find something that does bring relief.