Suggest Treatment For Frozen Shoulder And Pinched Nerve

I have had frozen shoulder for over 18 months. I have ongoing physio, message, meds, streatching, laser, injections, etc.. but still I feel like something is pinching a nerve or something. I have lost strength in both the arm and hand and fingers. My hand is cold and often turns a blue/purple color. The muscles in my arm is very sore all the way down my arm and into my thumb. I think I need a MRI to find out what is going on. I want to ask me DR. to order this. Is it a reasonable request?