Yes, keep going. I had problems with my shoulder for a long time and was told tendonosis. Things then progressed to other areas of my body and I find out that it may be due to Lupus and even my fibromyalgia may affect it. It would be good to see a rheumatologist to have this properly diagnosed.
Maybe a pinched nerve? What else did the doctor say, like how he plans to treat it? Never be afraid to get a second opinion!