"Warm receptors will turn up their signal rate when they feel warmth—or heat transfer into the body. Cooling—or heat transfer out of the body—results in a decreased signal rate. Cold receptors, on the other hand, increase their firing rate during cooling and decrease it during warming" Yap two different receptors for different purposes... the more you learn :O

I mean that's the physical reason that's happening (or menthol etc is tricking them), but we call them cold recepting because relative to base temperature, they (the neurons) fire more when it's colder compared to heat sensing which fire more with heat (or spicy like capsaicin and some other compounds). I'm actually unsure (fairly confident there is) if there is multiple subtypes of each.

edit: just noticed the other reply was to yourself, sorry!

You are correct. The veins in the sinuses swell causing the feeling of a stuffy nose. Menthol and those vicks sinus smelly sticks cause the veins to contract, making room for more airflow to move through. I recently remembered the vicks sticks my grandmother used when I was a kid and looked it up to see how they worked since you don't actually inhale any fluid/medication.

If you get too strong of a dose, sure you might close the sinus spinxter (?) muscle on instinct.

But that "cool" effect of guns, toothpastes etc is just triggering the receptors with false signals.