First of all, keep in mind that I am unable to diagnose you because I am unable to examine you, this forum is for educational purposes.
The symptoms that you describe of cold, burning and extra sensitive right leg could be related to your cervical or lumbar spine. I would suspect the cervical spine given the myelomalacia (softening of the spinal cord) that was noted. Myelomalacia indicates that damage has been done to the spinal cord from compression. There is no change in your posture or any procedure that can reverse the myelomalacia. The only hope would be to stabilize your spinal column to guard against progression(whether the intervention is physical therapy or surgery). From the symptoms you describe, you seem to be progressing and I would suggest an evaluation by a neurosurgeon. Further diagnostic tests should include an EMG of the upper and lower extremites and possibily a SSEP (somatory sensory evoked potential) to demonstrate the level of dysfunction in your spinal cord. You may require a laminectomy to reduce the pressure your spinal cord (talk to a neurosurgeon).
I hope this has been helpful.
I have very similar problems. My own personal opinion is to go back to your Neurologist. I would say more about PT but I risk getting into trouble here. :) It is just that when I did PT for both cervical and lumbar, I actually worsened. It sounds like you are irritating a nerve so I would go slow until you can meet with your neuro.
Definitely go back to your neurologist. He can do a better assessment of where this sensation is coming from: the neck or the spine, or somewhere else? Funny sensations can arise from the brain just as much as they can arise from the nerves themselves after they've come out from the spinal cord. A good neurologist can make that determination.
Myelomalacia in one's spinal cord is never a good sign and it rarely goes away by itself. But I'd like to think that your neurologist took a look at your clinically and determined that you didn't look bad enough at the time, therefore, going with a more conservative treatment plan.