Sorry you've joined some of us at this juncture.
If it makes you feel any better, I never got a skin biopsy either. After having numerous tests including four MRIs, a spinal tap, and four rounds of bloodwork, my neuro diagnosed me with idiopathic SFN. He said a skin biopsy would confirm the diagnosis, but it wouldn't give any clue as to the cause. He also offered me gabapentin.
I went on to go to an integrative medicine doctor who did a hormone test, a NutrEval test, a food sensitivity test and an Oral Glucose Tolerance Test at my request. I learned of issues, but none that would outwardly explain my neuropathy. The NutrEval test did show, however, that I was low normal on alpha lipoic acid, and she recommended that supplement. I do think it dialed back my symptoms a notch, but by no means cured me.
I haven't given up on finding the cause, but I know that it's going to be up to me. In my 6 month follow up, my GP asked if I wanted any more tests run. She seem amenable to helping me if I come up with something, but is out of ideas herself.
Yes, as you put it, it's a pantload, and we're on our own to figure this out.
My engineering degree didn't prepare me for this.