As MrsD said, some doctors (especially neurologists) can be stubborn. I would just ask him outright to do one additional site since the foot was positive. If he refuses, then I'd look for a second opinion.

I would also find out WHY he prescribed the methotrexate...what EXACTLY is he treating with it (if for PN, then what is the core problem causing it)? You don't usually Rx methotrexate without some basis for it's use. Something tells me that he doesn't think there is nothing wrong with you; or he wouldn't be treating you. Have they done any tests for autoimmune diseases?

Have you been tested for Sjogren's...better yet, do you even have any symptoms of Sjogren's?