Have they tested your pituitary hormones? Your adrenal hormones? That can effect your vitamin D, your immune system and when cortisol goes up and down, it causes great pain from steroid withdrawal. Just a thought. I had Cushing's disease and gained a lot of weight. I had the cyclical type and so most of my tests came back normal while I had most (but not all) of the symptoms.
Unfortunately, most endos are not very skilled at treating this but you need to persevere if you have the hallmarks. I had to see 10 before I got help. Have you seen a rhuematologist?