It could be your sinuses. Sometimes sinus pressure can be extremely painful. Have you been to an ENT (Ear, Nose, and Throat doctor)? Has anyone recommended surgery or anything to remove the blockage?
If that isn't the problem, have you been to a neurologist that specializes in headaches? You may have migraines. When you have these headaches, do you have sensitivity to light, noise, or smells? Do you feel nauseated?
If these are migraines, there are prescription medications that can relieve your symptoms and even prevent them. You may need to push the doctors and insist that the pain is unbearable and that you want a plan to start finding the cause. In the mean time, you should ask for medication. Over-the-counter pain pills don't seem to be good enough. Plus, if you take too many, you can get rebound headaches when the medication wears off. It comes back worse than ever.
Just please don't give up. Both my mother and grandmother used to get severe migraines before they found a combination of medications that help them.
Continue pursuing the sinus cause, just in case. It might have a simple solution that doesn't involve you being on medication.
Please write back. If you find out more, we may be able to help you more, as well. Keep doing your own research. Make a list of all your symptoms, when you get them (keep a diary of everything you do and eat to find what may be the triggers), and any questions you have for the doctors. Insist they answer your questions. If a doctor seems like they can't or won't help, go to someone else. This may take some perseverance, but I'm confident you will find relief.
Good luck.