The pain is really terrible; I feel for you.

This is from a medical textbook on PMR and GCA (I am paraphrasing): There should be an immediate improvement in PMR and GCA within 1-3 days of taking steroids. If there isn't improvement after 5-7 days, an alternate diagnosis (infection, malignancy, hypothyroidism, etc.) should be considered. GCA (Giant Cell Arteritis) requires a higher dose of steroids than PMR so if the lower dosage of the steroid, usually prednisone, doesn't take away all the pain, a higher dose is needed to manage GCA.
Do you have pains or strange sensations near your temples, on your face, scalp, neck or have difficulty chewing? Any issues with your eyes, times when you can't see out of an eye? Any dry non-productive cough? The test for GCA is a biopsy of the temporal artery. It sounds scary, but it's not the worst procedure I ever went through.
Do you have current blood tests of your inflammation markers (sed rate and CRP)?
If there is a suspicion of GCA, it's important to act on it fast, as there's danger of stroke or blindness. Articles I've read suggest the physician not wait for the lab tests or results of the temporal artery biopsy and start the higher dosage of the steroid immediately, if GCA is suspected.

I hope that helps.