I suffer from a lot of sinus issues. I've had ETD for the past few years and frequent sinus headaches. I never really made any connection between these problems and my level of anxiety before but have started to notice that when it's particularly severe, it causes tension and worsens brain fog. 

I have been on-and-off steroidal nasal sprays for a long time, but they don't seem to be all that effective of consistent. However, having come down with a cold, I decided to take sudafed (pseudoephedrine) and use a neti-pot/nasal irrigation (with sterilized water). It was much more effective. 

It felt like a mini-revelation. I noticed that my 'normal' breathing was problematic- It was more rapid and I reckon I was getting less oxygen. From what I can tell this can be linked with TMJ/muscle tension from lactic acid build up and less circulation to the brain. When I could breathe easier and the sinus pressure was reduced, my muscles were more relaxed, my circulation got a bit better and I could think more clearly.

It's not a magic cure, but it has reduced anxiety escalating quite as much from hyperventilating and has reduced some of the physical discomfort.