I have Irritable Bladder Syndrome, a co-morbidity common with FMS. It feels like I have a bladder infection, but I do not ever test positive for one when they do a culture. Gabapentin has worked well for the symptoms of this for me. I was able to stop taking the med I had been on for some years.
I had fevers of about 100-101 degrees for a year or so. My doctor did all the tests he could and they were all negative. It finally went away. I refused the bone marrow biopsy he suggested towards the end. He said that was the next thing to do. The fevers went away after about 1 1/2 years.
I would stick with the same doctor and ask him what to do next. Take the research from good medical sites to him and solve your problems together. You have much more time than he does to solve your problems.
I went to a support group a few times in the beginning, I found it a real downer, all they did was whine. No one in that group was seriously looking for answers to their problems. I have found this site to be much more useful. I am sure that different groups have different dynamics. If you really want to go to one, try asking at the local office for the Arthritis Foundation, they also cover FMS groups.
My friend takes a closely related drug for FMS and she swears by it. The only side effects she had in the very beginning was sedation, she played with the time she took it, and takes a very low dose daily now.