Jim,
I really do encourage you to press on and get a third opinion (or more if needed). You need to know why you are in pain and what can be done about it. I started having pain in my hip when I was 21, and I went to doctor after doctor, some of them the best in the field. But they misdiagnosed and continued to misdiagnose me for years. I tried physical therapy, cortisone shots, massage (which didn't help, but felt good!), etc. I finally gave up after three or four years and figured this pain was something I had to live with. Finally, thirteen years after the pain started, my gp did an x-ray, and, at that point, the loose bodies in my hip had ossified and showed up on x-ray. I had a diagnosis! I had an arthroscopic procedure, which did help things for about six years. My point in this long and rambling story is that if I had really pushed the doctors and insisted on an MRI, I would have had an answer and some relief many years earlier. I know it's hard to advocate for yourself when you are in pain, but you need to. There are no prizes for suffering!