Are pepper based sinus sprays such as sinus buster safe/is there any risk of sinus damage from the pepper chemicals?

Yes, possibly!: When we get exposed to peppers we get sneezing and running nose, because our immune system is trying to expel irritants from the nose. The symptoms are the same as when you get exposed to allergen. However, you don't want to expose your body to irritating substance as it can possibly damage your local defense on repeated exposure.