Well...this is a hard one.

The bottom line is that YES...you need to keep moving. Best approach is to move and rest in equal parts.

I am one who believes in physical therapy 100%...but it needs to be the right kind of physical therapy. Maybe the massages are not a good thing for you...or maybe there are some other specific exercises that are causing your pain to flare. They aren't using ice, right? That would definitely be flaring up the pain.

Out patient physical therapy is difficult because generally they do try to push patients too fast and too hard. Physical therapy for CRPS needs to be slow and steady...similar to what you are doing on your own but with someone to guide you and keep showing you the progression of those exercises so you keep improving.

I'm honestly worried that your two doctors told you to rest so much...too much resting will be very bad and even though it might seem better in the short term you will regret it later as you lose more and more function. Sounds like you were doing a good job on your own...you definitely need to discuss with the therapist that you have gotten worse after therapy and you need to slow down and take things slower so you don't set yourself back.

It's a really hard balance to find...moving enough to improve but not so much that you set yourself back. Learn your limits, learn how to push them...but pull back before exceeding them.

Take care and I hope things start to get better for you.