Welcome to NeuroTalk:

Did you ever have your B12 measured? Should be over 400pg/ml which are US units. Can you get your result?
Many lab ranges remain outdated and give lower numbers as "normal", when in fact they are low enough to damage your nervous system.

Also you need Vit D measured.

Were you ever tested for Candida in the bowel? Do you have frequent yeast infections? Candida when out of control dumps aldehyde byproducts into the blood, and this causes burning and other skin sensations.

Did you take alot of antibiotics for your bladder? Ciprofloxacin?
MacroBid? Both of these drugs can cause nerve damage. The Cipro is thought to be more or less permanent, but some people recover from the MacroBid with time.

What dose of ALA? Is it the old form? What exactly is in the B vitamins you take? Can you list them here, or at least the brand so I can look them up?

PCOS typically gives an insulin resistance metabolic syndrome, and eventually causes elevated blood glucose. This may be mixed with LOWs, as the blood sugars crash, but PCOS patients usually end up on metformin to control the highs. So that needs more exploration perhaps.