Have your doctors considered or suggested Fibromyalgia? I have Lupus and Fibromyalgia and the FM pain (as you mentioned) feels like the bone is hurting. Also, the muscles feel as if they are on fire.
If not, there are several reasons why you might be feeling this type of pain with Lupus. Most of those are directly related to inflammation caused by the disease. It is difficult to pinpoint what, exactly, may be causing your pain and I'm sure that it does not help to have doctors who simply dismiss everything to your Lupus. You may have to be a bit more aggressive with your doctors and insist that they find out exactly what is causing the pain and that they, then, prescribe treatment to ease the pain.
I wish you the very best.
Peace and Blessings
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