Wow, I have the exact same problem - intense pain along the sides of my face, cheekbones, and back of head - and have just made the same connection after seeing an ENT doc and being told my sinuses are normal.
I think this must be a side effect of progestin, even though I'd never heard of anyone else having it until finding your post. I have been on the depo for 2 years and my problems began about a year ago. A month ago I had the Implanon rod inserted and my pain has increased since then.
Now I don't know what to do, since I am not 100% sure of this linkage and I don't want to remove the Implanon unless I KNOW that's the source of my pain.
What did you end up doing? Did you go off the depo and did it help? Very curious and in a weird way relieved to know I'm not the only one with this awful problem!