Hello,
You are having 
severe headache on suppressing sneeze. You should not suppress 
sneezing. Halting sneezing via blocking the nostrils and mouth is a dangerous maneuver, and should be avoided, as it may cause air to be trapped between the lungs causing discomfort. It can also trigger 
migraine. Headache that is severe can also occur due to 
subarachnoid hemorrhage and reversible cerebral 
vasoconstriction.
Trying to stop a sneeze can cause air to get trapped between the lungs and even cause rupture of a 
cerebral aneurysm. You are suggested to get clinically examined by a GP, get required blood tests and imaging tests done to detect any internal injury / trauma that may need urgent medical aid and treatment. Your treatment depends on the detection of the pathology. Stay away from addictions, smoking, alcohol, etc.
Stay adequately hydrated, take water and fluids so that you are not dehydrated. Make sure your vitals are normal. To get relieve from headache, give rest to the eyes. Cold compress and relaxing may help. Avoid anxiety and stress (emotional and physical). You can take 
sumatriptan (Imitrex), one stat when required for relieve. This will give you temporary relief. Get evaluated and treated at the earliest.
Take care. Hope I have answered your question. Let me know if I can assist you further.
Regards,
Dr. Nupur K., General & Family Physician