Severe pain between armpit & elbow

Hi, I'm having very severe pain under my arm. I've been thru X-rays, 2 ultrasounds, EMG and nerve conduction test. The Dr said there is a block (entrapped ulnar nerve) above the elbow but everything I've read states it affects the hand. I don't seem to have any problem with my hand but the pain under my arm is so severe I can barely use it. I even ended up in the ER the other day but with little help. The insurance has denied an MRI until I try other test, what other tests?? Geez

Has anyone had this pain before?