BE20 pilot reported aircraft pressurization system malfunction during departure climb. Pilot experienced hypoxia symptoms and after descending was able to return to departure airport.

Narrative

Departing from ZZZ climbing through 12;000 feet MSL noticing the aircraft not pressurizing but due to Moderate and Moderate Chop Turbulence; in IMC; and near Mountainous terrain; I did not follow up checking it again before starting to experience symptoms of hypoxia. The Warning CAS light illuminated; and cabin air masks deployed at about around 16;000 feet MSL. I decided to [request priority handling] until getting into visual conditions and an altitude not susceptible to hypoxic conditions. ZZZ Center provided assistance with navigation and altitude helping us proceed back to departure airport- ZZZ.I believe the problem was the aircraft not pressurizing but have no clue as to why the issue occurred and was not able to replicate.I think the human factors played a bigger role than anything. My lack of experience with hypoxia- which did inhibit my actions; ability to process; and speech. By using CRM and pilot to pilot support we had no further issues throughout the descent and landing.