My son gets headaches at times when he is not in good control or if he would sweat way too much and got dehydrated. When was the last time you had their bloodwork done? Another possibility could be that, since the nights are so cold, you turned the heater on. I know that each year I get terrible sinus problems within two weeks of activating the furnace. We have had it cleaned and change the filter regularly but nothing helped. Last winter my husband bought me an Ionizer. That, in combination with the central humidifier has made a world of difference. I also recall several people posting regarding headaches and sinus problems. Maybe they will post under this thread. Good luck.