Definitely back to the vet. A sprain can take a long time to heal. Those soft tissue / connective tissue injuries can hurt for a while. sometimes if it is a sprain, or a muscle strain the vet will give anti-inflamatory pain medicine for a few days. did they try that already ? Rico did something like that once and I was concerned. The vet staff was very good at explaining it like this...if you pulled a muscle or sprained an ankle you'd not be right for a while either---so true. After some days of not taking big walkies and anti-inflamatory medicine he was all better.
Hope this gets sorted out . If after the xrays the doctors say it is a sprain you could ask about some medicine for a few days see what they think about that.
Rubia -y mi perrito que Rico