Generally the AME who is walking you through the medical application process is a good choice to go to for a referral. If you're in the phoenix area and doing your medical application with the assistance of an aviation medical examiner there, start with that AME.

If you're going off letters received from Oklahoma City and not working with an AME, I'd strongly suggest getting with an AME who can guide you through the process, rather than doing it on your own.

You might consider Burr Ross (myflightsurgeon.com); the premise of their office is helping people through the application process (or it used to be). He's got offices in Paradise valley and Phoenix. Note that he's a pulmonary specialist and AME, not a psychiatrist. He may be able to refer you to an appropriate party.