Most people do respond to the treatments you have described. However, when severe and chronic pain persists with little or no response to conservative care, surgery may be needed.
There are many different surgical methods to help with tennis elbow. For example, the surgeon may release the tension on the outside of the elbow by cutting the tendon that attaches there. This lets the tendon slide down the forearm about half an inch. The soft tissues are sewn together to allow the muscles to function. Sometimes the bone underneath is shaved or smoothed off at the same time.
Make an appointment to see an orthopedic doctor. Your need for surgery can be decided. Then you and the doctor can discuss which operation is best for you.