What tests have you had so far to look for the cause??

The type of pain you have is somewhat typical of diabetic PN, and even those who are pre-diabetic or close to pre-diabetic can end up with PN. So, glucose testing would be a very cheap first step if not already done.

Also, has an MRI of the lumbar area been done? That would give you some concrete information regarding the location and severity of any nerve compressions in the spine.

There's a whole battery of tests that can be done to find the cause of PN. But the type and number of tests a given doctor will order varies greatly. Some times you have search around a bit to find a doctor who takes your condition seriously enough to really look for the cause.