Other people on the site know a lot more about PN than I do, I decided to post because my PN has also been triggered by steroids, in my case an inhaler for COPD. I've become very sensitive to drugs in general as well. My pattern of pain also sounds similar to yours, hand involvement, erythromylegia-type symptoms, etc.

There's a condition called Dyshidrosis Eczema that can cause extremely itchy blisters on hands and feet, I have it on one palm. Not much of an explanation but there are good pictures on Wickipedia of it on fingers and toes. Mine is triggered a lot by stress.

I've had lung cancer but was told it did not progress far enough to have cause paraneoplastic syndrome. I did have some immune problems however, got Klebsiella pneumonia which occurs in people with compromised immunity.
I hope you have something more benign than that.

I don't know if there is any relationship between what I have and what you are experiencing. I suspect I have an autoimmune component, they are beginning to see an autoimmune issue in people who develops COPD in the first place. I got worse on B12 but I got the wrong kind and haven't replaced it yet. I also seem to get some pain when I drink Keffir which has an effect on immunity. I'm sure they checked you for LgA deficiency?

I hope you can find some answers,
Judi