Have you been diagnosed with small fiber peripheral sensory neuropathy? Is that what you are referring to when you say is this "just more neuropathy?"
http://www.medhelp.org/medical-information/show/74/Peripheral-neuropathy?page=3
If so, your doctors may not want you wearing compression down by your feet at all if that's an area where the nerves are highly affected. You need to contact the physician that diagnosed and/or is treating your neuropathy (possibly a neuromuscular specialist?) and ask about this. If that doctor says the compression stockings are a no-go with the neuropathy, particularly in light of the symptoms you are describing here (make sure you tell those to the doctor just as you have here), there may be other options.
I had the same problem due to my neuropathy. When I saw the autonomic neurologist and told him I'd been instructed to stop wearing the high-grade compression stockings used in autonomic dysfunction, he recommended abdominal compression instead; he said many patients prefer Spanx (brand name) over medical abdominal binders for comfort reasons as well as cosmetic reasons (they're more attractive and less "medical" looking). Unfortunately, Spanx will not be covered by insurance. They vary in price and level of compression; he said to look for ones that cover the abdomen well and go down over the thighs. Some are available in major department stores, but you will find a larger selection online such as on amazon.com, etc.
Let us know what your doc says and if that suggestions is of any help. Hopefully you'll get a good solution soon!! But don't keep wearing them through the pain without consulting your doctor! Pain is your body telling you SOMETHING, so listen up and confer with your doctor to find out what the message is and how you need to proceed.
Best,
-Heiferly.