Smoking is also bad for the sinuses. Incomplete combustion, whether in your cigarettes or the tailpipe of your internal combustion engine, put all kinds of toxins into the air that we then breathe in. Sure doesn't do our sinuses any good, whether it's first hand or second hand.
Personally I don't believe that anxiety can affect your sinuses. I have severe panic disorder and the worlds worst sinuses and I don't believe they are connected at all. My EENT knows full well that I suffer from panic and never once in all the years I've been seeing him has he ever said the two were related in any way. I think it was purely coincedental that your sinus problems appeared around the same time as your anxiety began. And I can see why you could make that connection. If you read the thousands of symptoms related to anxiety, sinus problems don't appear on the list. At least, none I've ever seen.
And yes, smoking can make anxiety worse. There are a few people on the forum who can tell you exactly why. They have told me why before, and I believe them, but as a smoker myself, every time I've tried to quit, my panic sky rockets. Not a great reason to continue to smoke, but like any drug addict, until I am ready to quit, it's not going to happen. (We have both just opened ourselves up to the rabid anti-smoking faction, so be prepared)
Peace
Greenlydia