I noticed the outside of my elbow hurt when ever I lift or hold something. It is my left side which I sleep on and do everything with my left arm. The most concerning is I feel it in my wrist and underneath my armpit. I felt under my arm pit and I don't feel a lump. Could the pain in my elbow be causeing all the pain in my whole arm?

It could possibly be like you said. Try sleeping on your other side for at least a week and see if that helps. I had the same thing with my right arm starting last June and continuing on and off - sometimes very painful - up until a little bit ago. I consulted a dr about this and he didn't have a clue as to what it was. Great. Just make his car payment for the month and didn't help me a bit. Apparently there is some sort of nerve that has been jangled in your arm (like mine). I did try some Mineral Ice and rubbed that on and got some relief. What I basically did though was to "baby" my arm and not lift anything or sleep on that side and that seemed to help. My arm is much better now even though it took just how many months to get this way. I also used a cream on it that I used on my arthritic knees figuring maybe that would help as I had already used everything from BenGay to Mineral Ice on it and that didn't help. The stuff is called Ovaderm Massage Cream. It's made in Australia and I buy it on the net. Takes about 10 biz days or less to get to me. Here's the link. Maybe this stuff will work for you like it has for me. Arthritis & Rheumatoid Arthritis Treatment - Natural Pain Relief Remedy (http://naturalsecrets.com/ovmascream.html)
Since I use this stuff whenever my arm flares up I have noticed that the pain goes away. I use it when the pain flares up again. You can use it several times a day if you want (I have used it as many times as I need it - sometimes up to 4X a day if necessary). Whatever is in it and however it works I don't care as long as it works. It does have a mild cooling sensation when you first put it on though and then about 3 minutes later that sensation goes away. Hope this helps your arm.