What to do when a doctor has nothing more to say

My knees have been having a new cycle of symptoms that have replicated themselves a few times over the last year. I have had surgery. I have had physical therapy. I have had mental therapy. I swim, do home exercises, and other assorted mobilizing activities. I have had consultations with a knee replacement doctor, who said, essentially, that I was sensitive to pain and needed to go to a pain management clinic. Finally,  I asked my current knee doctor in VAil Co what to do. He had nothing to add. I was quite confronted with the emptiness of no response. Woah! That left me in a personal place of OK, Now what? Ultimately, this forces my hand to find a doctor locally that can manage my case and that has been less than easy and comfortable.