No alarm on the nasal spray. Several people on this forum and elsewhere have reported loss of smell and taste using Afrin or Zicam.
Your olfactories may have been damaged by a sinus infection, but not necessarily so. I'd recommend going straight to an ENT. It could just be an infection of the upper sinuses that is blocking the passages to the olfactories. I had that problem more than once, and finally cured it with the Flip-Turn Sinus Flush.
http://www.medhelp.org/user_journals/show/2322
The Flip-Turn Sinus Flush is mildly risky, because you have to bend over to do it, preferably in a shower, but you can also do it outside on soft ground.
I do not recommend the flush until you have seen a doctor, because the problem could be something different, better or worse than a sinus infection. I only recommend it after you have seen a doctor, and if his or her treatment doesn't work.