With pregnancy, you have an increased blood flow in your body. If I were you, I would ask the doctor if it would be right for you to have an MRA/MRV (a special kind of MRI) of the brain to see if their are any blood vessel abnormalities in the area of your pain since it is so localized always in the same spot. At the same time, you might see if they could take a look at your sphenoid sinus on that side and see if there are any problems with it.
I should add that the pain does not happen when I cough, bend down, strain, etc.. ONLY sneezing. Also, I had a CT scan in Dec 2007 because of an episode of Migraines I had that have gone away since and all was perfect on the scan. Thanks!
A lot may have happened between December, 2007 and May, 2012. Because it doesn't hurt when you do those other things, only when sneezing, I would think they especially would want to focus on the sphenoid sinus area with a CT scan. It's a bit more unusual, but I have a cyst in one of my sphenoid sinuses myself, so it may be worth looking at the area, given the location of pain you described. Do you have any clicking or popping with your jaw on that side?
Also, since you are sneezing more often, I think it may be a good idea to visit an allergist who can try to figure out what you might be allergic to that you are being exposed to. The sneezing doesn't come on when you are in the sunshine does it? I have that happen sometimes.