I agree with LivinginHope. You definitely need to find a new pain management doctor. See if your primary care doctor can give you a referral or call some nearby hospitals as many have pain management departments. Ideally you would want some sort of x-ray, MRI, CT scan to definitively know what you're being injected for.
You need to find another physician, because one who does not listen is not a good doctor.
As a licensed physician (presuming he is one) and with your permission to administer the shots, I would think he likely wouldn't get into trouble for giving you injections unless it could be proved that you had an injury where he damaged you further by his injections of the anti-inflammatory medication I assume he was injecting.
But it sounds like you are wanting an MRI of your neck, should have your hips problem properly diagnosed, should be in physical therapy I suspect, and are desirous of oral pain medication. So, to basically end as I began, I believe you need to find another physician- one who listens to you.