jermy - I am sorry that I haven't gotten back to you sooner. Seems everyone kind of takes a break from here over the weekends.
First, I (and probably most everyone on here) understand your frustration regarding trying to get a diagnosis. Headaches are one of the the toughest medical conditions to try to have treated. Why? Because they take time, effort, energy, etc. on the doctor's part. My neurologist told me from the beginning that controlling (notice that I never said a word about curing) my headaches would take time and experimentation. There are so many kinds of meds out there to help, each with its own positives and its negatives. He told me that we would probably have to change meds several times until we find one that works and even then, once a med works, it probably won't work forever.
My suggestion is that you find a good neurologist that specializes in headaches. Where do you live? Maybe someone on here knows of a good headache specialist. I just sent a friend of mine's daughter to the Diamond Headache Clinic in Chicago and they loved it. Then entire clinic only treats folks with headache issues. If you are close to Chicago or are able to get there, you might consider it. I live in Georgia and if my headaches ever get where the meds are not working, I will go to Chicago.
The most important thing is don't give up. There is a doctor out there that can help you - whether your headache is coming from you nose, your jaw, your neck or are some form of migraines. Remember that the docs work for you. Find a doc who specializes in headaches (look in the phone book, call your local hospital's doctor referral number or ask around and see if your friends know of anyone). Call the office and set up an interview (a consultation) with a new doctor. Tell him that you are there to decide whether or not you want to hire him to be your doctor. You are your own advocate. That is the hardest job in the world. You are tired and hurting and don't feel good and you need to be fighting for your rights. Take along a family member or a friend that can help you. Write down all your questions prior to the visit. Keep a "Pain Diary" and a "Headache Diary" for several weeks prior to seeing any doctor - that way they know you are serious about being involved in your own care.
Also, please know that pain that last for very long can definitely cause depression. I say all the time that of course I am depressed - my head hurts all the time! Who wouldn't be depressed? One type of med that is used to prevent migraines are anti-depressants. They sort of serve two purposes - prevent your headache and prevent your depression. This might be a good starting place - ask the doctor when you interview him.
Good luck and know that you are being thought of. Please post again and let us all know how you are doing.