You're 6 weeks into treatment, the perfect time for a person to herx on Lyme treatments. Lyme can very much be the cause of the burning nerve pains.
What are you doing for detoxing? That would almost certainly be a huge help. You can also try adding in Lion's mane for myelin sheath support:
www.ncbi.nlm.nih.gov/pubmed/12675022www.livestrong.com/article/509385-lions-mane-mushroom-for-nerve-damage/