GP.
~14 years ago I had a huge lump under my arm. Went to my GP, who had no idea what it was. He sent me to a general surgeon, who also had no idea what it was but determined that it was probably not cancer after he drained ~1300ml (yes, 1.3 liters) of lymph fluid from it. He sent me to another surgeon in the area, who also had no clue what was causing it. Ultimately I ended up down at UVA medical to see a surgeon who specialized in removing "lumps and bumps" from people. Turned out that part of the lymph gland under my right arm had weakened and lymph fluid excreted from the gland started causing that part to "balloon" outward. Until I had surgery it had to be drained every few days or I would lose feeling in my arm (the "bulge" had wrapped itself around the brachial plexus). Diagnosis was made after undergoing 3 fluoroscopies, a 5 hour long MRI (lots of holding my breath), and CT scan.
Anyway, I ended up having surgery performed by two different surgeons - the lump and bump guy and a vascular surgeon. Took about 5 hours in total to fix, mainly because the docs wanted to be sure not to damage any nerves. They did a pretty good job, but to this day I cannot feel anything on the lower part of my upper arm, from my right armpit down to my right elbow.
Long story short - get checked out by a doc. And keep pressing for second and third opinions if the first one you get does not seem reasonable.