--autoimmune thyroid disease is certainly a candidate for neuropathy cause, as is lupus (and any autoimmune vascular/connective tissue disease).

Thyroiditis tends to produce neuropathy that is sensory, but more commonly affects the larger, myelinated fibers (more parasthetic than painful, usually).
The most common presentation with lupus is one of mutliple mononeuropathies, but the neuropathy there can be more diffuse, and affect fibers of various sizes.

Anyone with multiple health issues probably faces a long road to diagnose what might be causing neuropathy secondary to those issues (if it can be determined at all). It might be more useful to determine which nerves are being affected and in what ways to help plan what sort of immune modulation therapy might work best.