During Around The Time I Get My Menstrual Cycle, I

During around the time I get my menstrual cycle, I get hard painful lumps under my arm, some just stay lumps and some will bust with thick puss like stuff and blood. I also get them around my pelvis and leg areas. Again, they only come during that time of the month and it takes them awhile to go away if they do. I have seen doctors and nothing works or they don't know what it is. I put hot towels on them and epson salt which only releaves some of the pain. Do you know what this is or what i can do to stop them?
Thank you!