@kekso,
Any pain in your arm/shoulder will be looked at in regards to a heart problem however, just because that was ruled out does not mean that, that is the end of it, why oh why do Doctors do that.. You are left worried and wondering.
I agree with JC go and seek another Doctor's opinion advise that you had an EKG test and that was fine.. Ask them to do further tests.
Sometimes our body takes the brunt elsewhere, ie) the pain is in your shoulder but it actually could be stemming from your neck. Have you had a massage lately ? Chiro treatment, physio?
Another cause can be Fybromyalgia which is hard to diagnose but can be caused by a traumatic experience, physically or emotionally.