I have had congestion, sinus pressure, , and issues breathing for two weeks. Should I continue to self medicate with OTC allergy meds, or see a doctor?

Yes, you should. After 2 weeks, it is no longer a simple cold. Also, you mention breathing problems. It sounds like you have at least a sinus infection, which after 2 weeks would require antibiotics. Also, you may need prescription medication for your breathing.