I got headaches quite a bit when I started, I started with Blu, I thought maybe I'm dragging too hard (Which most analog to electronic switchers do at first), I ended up going over to a wanna be Joytech local brand, headaches where mostly gone, but came and went. I was in Birmingham, AL one day and stopped by Vulcan Vape, picked up some Rockstar (which is awesome), and some Johnson Creek, with the Rockstar, no headache, with Johnson Creek, however, headache mania! I still don't know what the reason is to a T, could be ingredients, could be a noxious odor that I couldn't smell. I do like the taste of JC's products somewhat, but I can't vape it do to the headaches.
I prefer Mister-E-Liquid's 33% blend, never had a headache, and have wonderful flavor and vape. Alien Visions is awesome as well, never had and issue there either. I don't know what blend JC uses, but since it isn't up there I'm going to say a 100% PG formula, unless you buy from the Red Oak brand they have which, since all they say is VG based, is 100% VG.
Try different brands, you'll find one you like, and doesn't cause the headaches, also going on the Sinus issue side, not burning the fluid efficiently will irritate the Sinuses. Too hot or too cold will make a difference.