Your rheumy will treat your disese. Pain specialists treat pain. If your pain is that bad then you might want to see a pain specialist to deal with that aspect of your treatment.
I never had to see a pain doctor but beside having 2 rheumys who collaborated in treating me I also saw an internist, nephrologist, GI, dermatologist....well, you get the picture. My rheumys treated my AI diseases but I consulted with specialists to deal with the complicated secondary conditions and diseases I had developed.
Bill