if your doctor is telling you that anxiety and depression is causing your PN or that you dont have PN when tests show you do then you need a new doctor. If your doctor is telling you that anxiety and depression are making your PN worse, that could be true. They can exacerbate PN symptoms.
If your doctor is telling you that they dont know what is causing your PN or what the future may hold for your PN then they may be telling you the truth. Many people never find out what is causing their PN and no one knows the course that their PN will ultimately run. It can get better, worse, or stay the same at variable rates depending on the individual.

If they are throwing up their hands after a test or two or because a certain test is inconclusive, then you need a new neuro who is an expert in PN.