Hi Linn,
You could have multiple things going on here. I'm sorry your are having so much pain. Usually neuropathy should have at least some numbness associated with it. It may feel cold and can be painful, especially if anything is resting on your skin.
Nerve damage from nerve compression (eg carpal tunnel syndrome in your wrist, or nerve compression in your foot) can cause pain. It is not uncommon.
Raynaud's causes pain and cold and burning feelings, with changes in skin color and is often episodic. The cold can really stir this up.
Diagnosis is based on the history and examination by your doctor and sometimes nerve studies. It can be hard if multiple things are happening at once. Try to note if there is any thing that makes the symptoms worse or temporarily better - it can be a clue to the cause.
The ankle could be a secondary problem - possibly joint damage or arthritis. It's easy to damage your joints if you've got neuropathy.
I agree that acupuncture may be helpful and that Neurontin may take awhile to kick in. I'm attaching a link to Raynaud's syndrome in case helps.
http://www.nhlbi.nih.gov/health/heal...opics/raynaud/