When I was 15, I had a bicycle wreck where I received major road-rash on my entire left side. Unable to tolerate the pain that evening enough to sleep, I went to the emergency room, where I was given codeine. That helped a lot.
The next morning, I had to take a shower. Expecting that to hurt a lot, I, for some reason, decided to see if I could "shut off" the pain while exposing the road-rash to the running water.
Somehow I did some mental twist that completely shut off the pain.
My interpretation/guess at the time was that the codeine taught my brain a technique to shut off the pain. This would be interesting if true.
I've been able to repeat this several times since then, but not with headaches.
Took neural anatomy years later, where I found out that facial nerves don't come from the spine. I also found out that the spine itself has controllers that control muscles. The brain controls those controllers. My interpretation/guess is that I need the spinal controllers to control pain, and I don't have those for facial (sinus?) pain.
I'm uncomfortable calling this "placebo" effect. Seems like its something else. But maybe that's because here I have a mechanism, and I prefer to label only the mysterious as "placebo".