If the MRI's and X-Rays and arthogram do not show any sprains, tears, or breaks, the you may still have a problem even though it does not show up. These types of diagnostic tests do not look for dysfunction of the fascia (connective tissue) or even muscle. Depending on the type of physical therapy you had, you may want to try a different type of physical therapist. Not all physical therapy is the same, and if traditional physical therapy, heat, ice, exercise, ultrasound, electircal stimulation , etc bothered it, you may need to see someone who specializes in soft tissue dysfunction, manual therapy, massage or myofascial release.
If anti inflammatory medications do not help, that means you do not have inflammation. Generally, inflammation only lasts a few days, but no longer than 6 weeks. Definitely get a second opinion and know that you can usually see a physical therapist first.