I'm in the US so this was a bit tricky but I looked up all of the active drugs in each of these and this is what I found.
Strepsils: The primary drugs are Amylmetacresol, dichlorobenzyl alcohol and levomenthol. I was not able to find much on these individual drugs but I did find this on a few different websites: "The safety of this medicine in pregnancy and breastfeeding has not been established, but the manufacturer does not consider it to be hazardous. Consult your doctor or pharmacist for further information."
Paracetamol: This is chemically named N-acetyl-p-aminophenol, also known as acetaminophen or Tylenol to us in the states. It is perfectly safe to take according to the directions. It is just about the only analgesic that is safe and is in our FDA category of "B" (A is the absolute best but B is pretty much recognized as safe)
Vapour rub on chest and neck: Vapour rub is essentially just a mentholated cream and is safe to use while pregnant. My OB has this on her list of "approved medications".
Vicks inhaler: The active ingredient is Levmetamfetamine. Our Federal Drug Administration has no pregnancy category for this drug but I did find this on the NHS website: "This medicine is not known to cause any problems during pregnancy or while breast-feeding. However, as with all medicines, you should seek medical advice from your doctor before having this medicine if you are pregnant or breast-feeding."
Head ex cheaper version on forehead and behind ears: I couldn't find this anywhere in my searches online but if it is similar to a product we have here called "Head on" it is mostly homeopathic so no research is really available on the ingredients and pregnancy. I would definitely ask your doc on that one.
I am suffering through a nasty sinus infection right now and the best things I've found is acetaminophen (paracetamol) to keep the headache at bay and reduce swelling in the nasal passages, as well as using a plain saline nose spray and a humidifier. If you are super stuffed up a trick somebody told me to try worked wonders for me. Just boil a pot of water, add a lot of cinnamon to it and then breathe in the steam. Clears things right up! Good luck, and remember...if in doubt don't take it and seek medical advice!