I have never heard of this before, but I did a quick search and found a couple of interesting sites.
www.erythromelalgia.orgwww.wrongdiagnosis.com/symptoms/erythromelalgia/causes.htmIt looks like this may be secondary to SLE and is a vascular disease. I don't know what kind of Dr specializes in vascular disease, but it seems they usually try to treat by treating the primary illness. Assuming your current rheumatologist is at a loss, maybe try a second opinion rheumy or some sort of vascular guy?
Hope you feel better soon,