Thanks for using the forum. I am happy to address your questions, and my answer will be based on the information you provided here. Please make sure you recognize that this forum is for educational purposes only, and it does not substitute for a formal office visit with a doctor.
Without the ability to examine and obtain a history, I can not tell you what the exact cause of the symptoms is. However I will try to provide you with some useful information.
Your symptoms sound very musculoskeletal. A rheumatologist would be the most appropriate person to discuss your condition with. I can provide you with some information about burning pain, which is a form of neuropathic pain.
Neuropathic pain has many descriptions that include burning, gnawing, aching, and shooting or lancinating qualities. This type of pain is caused by injury to a nerve. There are 2 types of nerves in our body, large and small. The small nerve endings supply the skin and sweat glands. With small fiber neuropathies, symptoms include the typical neuropathic pain of burning or buzzing or other vague symptoms which start in the feet and hands then in some cases spreading to other parts of the body. An EMG/nerve conduction studies (NCS) (tests done to check for neuropathy) will not show an abnormality, and a definitive diagnosis can only be made with a skin biopsy so that the number of nerve endings can literally be counted. There are other tests of the function of small nerves that can be ordered, such as QSART testing which looks at how much sweat the skin makes, since sweating is in a sense of function of these small nerves. There are several causes of small fiber neuropathy, including diabetes, vitamin deficiencies, autoimmune problems. Medications typically used to treat neuropathic pain include neurontin and lyrica. However, with chronic pain, changes in the pain threshold occur making your body slightly more sensitive to painful and nonpainful stimuli. If this is the case, the treatment will take time. It would include perhaps a consult to a chronic pain rehabilitation physician (to help with the immediate pain relief but also guiding you towards chronic pain relief), physical therapy and massage therapy, and, if needed, psychosocial rehabilitation. It is amazing what the multi-factorial approach will do for patients with chronic pain.
I would suggest you discuss your symptoms with a rheumatologist.
Thank you for this opportunity to answer your questions, I hope you find the information I have provided useful, good luck.