Unfortunately this is a real trial and error experience. If the saddle company doesn't have a return policy (i.e. Bontrager) the lbs may. Also, is there more than the lbs you purchased from nearby? I'd be hesitant to go back to where I had been dismissed.
I was having a similar problem and went for a fitting yesterday. The lbs guy made several adjustments. They included moving the seat forward, tilting the nose down a tiny bit and a shorter stem. A question he asked was did the pressure get worse when in the drops or on the hoods than upright on the bars? If so it may be more of a distance problem than a saddle problem. Have yet to ride any distance with the changes, but I'm hopeful.
"Only those who dare to fail greatly can ever achieve greatly" (Robert F. Kennedy)