Does the balaclava cover your mouth or nose? Could very well be the cold air hurting the sinuses. Covering the nose/mouth will help pre-warm and moisturize the air coming in. Try only one balaclava and add a helmet cover like this one to cut wind off head. If I'm in temps where that's too warm and without the cover is too cold I slide the front part of the cover up to let a little air inside.