"three weeks, then 5000 IU daily. I have not done so because it seems dangerous. Do you have any verifiable info about taking such a large dose of Vitamin D?"
This is pretty common as an strategy to saturate your blood levels. After the "Attack Dose" of 40.000ui you will be taking the maintenance dose of 5.000ui daily to try and maintain your levels stable.
If your doctor prescribed that, its because your levels are way lower than it should be, and it is going to help you with your pain problems.
Always make sure that you have > 50ng/dl of vitamin D on your blood tests, since this vitamin is essential for life and to protect your from several diseases.
Try visiting a nutrition specialist or a endocrinologist to ask him about Magnesium, Vitamin k2 and Boron in order to improve bone health, heart efficiency and nerves protection, making the synergy with vitamin D even better.