Thanks everyone who responded. I posted this question on 3/26 now 2 1/2 months later (because we did not give up!)We made them do a MRI (even thought they were starting to imply the pain was in his head).
It took 7 hours because he needed to be sedated so he would stop moving and the anesthesiologist was tied up. Also they would not give him pain meds during this time because they did not know how to get ahold of the anesthetist to ask permission to do so.
The MRI showed a very, very, inflamed spine with a bulging disc not to mention degeneration. And yes they now think there might be nerve damage too. Needless to say they decided to STOP the physical therapy until this gets better (if surgery is not they way).
He has now tried Steroids by pill, made him sick and then injections, which we shall see. But we feel so much better knowing they believe him!
So again thank you everyone. It helped me to not give up until we found an answer.
Thank you so much for giving us an update. I can't tell you how happy I am to hear your husband now knows exactly what has been causing his pain. It's such a relief just to get an accurate diagnosis so you can start addressing the problem. (I can relate because it took me seven years to finally get an accurate diagnosis.) I hope the treatments will begin to ease his pain very soon.