I had shoulder pain last fall, that became so bad that I ended up going to an ER twice in one day for pain medication. (that didn't touch the pain at all)

It turned out to be adhesive capsulitis. (also known as Frozen Shoulder). Which is what it sounds like they thought your problem might be, since they offered you a shot of a steroid. Did they give you the shot of the steroid directly into the joint, or just into your arm like a normal shot.

I had to get three shots of cortisone directly into the shoulder joint the day the shoulder specialist saw me. (not as bad or scary as it sounds) That was the first time anything helped the pain. I went back one more time, and the doctor gave me another two in that shoulder, plus a couple in my other shoulder. I haven't really had a problem since then. I did PT for a month or so for it after that too.

I live close to Johns Hopkins in Maryland and see a MS specialist Neurologist there. During his vacation I had severe pain in my elbow joint (like somebody was stabbing an ice pick in it!) and called a covering neurologist there. "MS doesn't cause pain" she said. No, that did not make me feel better.

I am lucky to have a MS specialist neurologist at a great hospital who treats symptoms whenever I contact him and have seen how uninformed about MS other doctors can be. Some doctors are a better fit for you, keep looking and don't let them make you feel it's all in your head.

please don't give up. you shouldn't have to live in pain.
it doesn't matter if it's MS pain or not. pain is pain and it's real to the person that's having it.

when my pain was getting bad and interfering with my quality of life i made an appt with my pcp. she knows me. i told her how i feel. even my pain dr was getting in a routine rut with my appts. seemed to be just herding me thru the appt and giving me my refill without really listening to me, even tho i tried to tell them.

when my dr summarized my complaints in a very articulate way i offhandedly said "i should bring you with me to my appt". she ended up sending my pain dr a letter summarizing my situation and i was well received my next appt.

maybe something like that may be helpful. don't give up. you are still your own best advocate. sometimes we have to take a step back, think and regroup. then try again.