Thought I might have a sinus issue, turns out it could be neurological. What could it be?

Possibly migraine. You don't provide enough info to provide a precise answer so i'll provide one which might be appropriate. About 50% of people with migraine headaches don't know they have migraines and often think their headaches are due to sinus.
A few things. . Pain in the area of the frontal or maxillary sinuses (forehead and cheeks, respectively) can be due to excessive or inappropriate activity of the trigeminal nerve. There are numerous causes of this type of pain, migraine being one of the most common. Speak with your neurologist.
Sinus? Not enough info. To formulate tentative diagnosis here. Recommend discussing with the neurologist.