Me too! I don't (think I) have Lyme though. I had sinus headaches my whole life as well as an array of digestion issues. Cutting out gluten helped a ton, but I kept getting sinus headaches, so I kept identifying and cutting out food. These days I don't eat gluten, sugar, caffeine, sodium nitrites, and msg.
My brother is diagnosed with celiac disease. I cut out gluten before going to the doctor, so I couldn't be diagnosed easily. I feel largely the same way as OP though. The medical system doesn't know jack about this disease. There are no studies about sinus headaches and celiacs, even though there are plenty of reports pairing the two. My doctors never suggested this. They would give me Flonase (treat the symptom!). I told them I had issues with xyz foods and would be told to not eat those (thanks, duh). Never an attempt to figure things out with me.
I've met other people with weird auto immune issues. They're really mysteries. Lyme is actually a big fear of mine. I hear some people develop a meat allergy and that is a major part of my diet right now.