I saw you mentioned knee high stockings elsewhere. Overwhelmingly, the members of this forum have recommended thigh high over knee high stockings. They seem to be much more effective. If you want more tips on compression hosiery, let me know.
-Heiferly
The toeless stockings shouldn't cause toe pain. I also have peripheral sensory neuropathy, including in my feet, and have had much better results with toeless compression hosiery than the kind that goes over your whole foot. Did your doctor give you a rx for a certain level of compression (usually measured in mmHg)?