I noticed that the sensation stopped when you took diazepam. How much of this are you using? How long have you used diazepam?

There is a phenomenon called tolerance withdrawal and also, one called interdose withdrawal. Benzodiazepines cause physical dependence, even if you have no anxiety, they can cause severe symptoms, regardless of your PN.

Oh, my feet and hands get very cold too. Coldness is not uncommon with neuropathy.