Supplements that have relieved some of my PN pain are:

evening primrose oil--TwinLab 2600 mg per day
alpha-lipoic acid--Jarrow Lipoic Sustain 600 mg per day

methylcobalamin--Jarrow 1000 mcg per day--Questionable whether this has relieved any pain for me, but a good idea anyway for nerve problems.

You might try borage oil as well, possibly instead of evening primrose oil.

I have an image here that shows other supplements that have improved PN symptoms in some studies:
https://sites.google.com/site/basicpoke/Home/neuropathy

Ron