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Dear Sally:
Cervical radiculopathy (pinched nerve in the neck) would be a very appropriate consideration in you case. The negative MRI scan of the neck makes this a somewhat less likely possibility. There are some other common causes of arm pain, including carpal tunnel syndrome, arthritis, and musculo-skeletal pain.
I do not think the arm pain and migraine are related. Some individuals, however, are more prone to get unexplained pain at multiple sites all over the body.
Physical therapy is, in general, helpful in situations like yours.
From what I know, EMG is clearly indicated in you case.