Thanks for choosing health care magic for posting your query.
I have gone through your question in detail and I can understand what you are going through.
Yes, the sphenoid cyst
may be leading to the headaches
. You should get it removed and see if the headache resolves. If not then there is no use in giving any further medications as you have had plenty of them already. Instead you should go for biofeedback therapy. It will use relaxation to help you get relieved of the symptoms.
Hope I am able to answer your concerns.
If you have any further query, I would be glad to help you.
In future if you wish to contact me directly, you can use the below mentioned link:
Wish you good health,
Dr. Srikanth Reddy M.D.