I've been congested on and off for years and have always had trouble with headaches and clogged ears. I suspect the allergic problem was to the Bactrim - probably the sulfa part of the drug. Avoid any further sulfa based drugs. Secondly, it sounds like the sinus infection was never cleared up. However, sometimes it will not clear due to difficulty draining the sinus - this is the purpose of the nasal steroids.
Nasal steroids are almost free of side effects.
Theoretically, you can get some systemic effects, but they are very rare. With the increased urination, I'd get your sugar checked, cheap test. My 7 year old son has a chronic stuffy nose. He blows his nose many times during the day with thick mucus - light to medium yellow coming out. His pediatrician recommended that we see an allergist and we did.