I have had issues with my sinuses for a long time. I've had a few sinus infections this year as well and am currently under the care of an ear-nose-throat doctor to have surgery. That's not what I'm worried about - I'd have the surgery today if I could!
I've noticed that whenever I'm not feeling well, besides the usual headache from the sinuses, I start to have almost irrational thoughts - like does my fiance want to marry me (he does!), what if I'm fired, all kinds of silly things. The only respite is sleep, but I can't do that all day long.
Can sinus problems affect anxiety? I know when I'm not feeling well that my anxiety tends to be worse. I've been on many rounds of antibiotics this year and I'll feel better for a little while and then boom, another sinus infection.