Wow--it does sound like you've had it difficult so far. I started orencia recently too. I've had two infusions a month apart so far. I have noticed that for a week or so after the infusion, I tend to get lots of hot flashes (orencia can raise your blood pressure). I've not had the same problems as you though. I've read, though, that orencia commonly weakens the respiratory system so that one will get lots of URIs. I've not experienced that yet, but I do cough a bit more since being on orencia.
IN any case, I hope you feel better soon. My doctor told me that orencia can take up to 5-6 months to have any real kinds of effects, so he prescribed an NSAID for me as well (I also take methotrexate). It doesn't surprise me that your doctor wants to give you another pain medication, as orencia takes so long to start working.