Just chiming in here to agree that a second opinion wouldn't hurt and could likely help. Burning pain in your ankle is odd, and could mean something.

But... if you have sciatica that can cause pain to shoot down that leg and cause pain too. Has it ever caused pain in your leg/ankle before?

Is the toe hot to the touch? Did they give antibiotics when they did the procedure? Because there really could be an infection underneath that isn't seen.

A pain management doctor might help you also to be able to see if it might be CRPS, though they may want to have you see the podiatrist first to rule out other causes.