Okay ... it appears now that you have gone offline, so I will address your question to the best of my ability without the benefit of the additional information.
The tingling in the feet is most likely due to the effects of chemotherapy on the tiny nerve fibres that carry pain and sensory information from your feet. The smallest fibres that are the furthest away from your spinal cord and central nervous system are the most susceptible to damage. Another thing we have to keep in mind is that lung cancer can travel to bone, so tingling in the feet can sometimes be a sign of spread to the bones in the lower back, causing compression on nerve roots or on parts of the spinal cord. These matters will need to be sorted out by your Oncologist or primary physician.
There are medications that can help with the tingling. Neurontin is perhaps the most benign of these. It is not metabolised in the body and is excreted unchanged. Other prescription medications include Cymbalta, and antidepressant that also has benefits in small nerve fibre neuropathies such as what you are experiencing. There are also numerous anti-seizure medications that can be used, but these may require regular blood levels and liver test monitoring among other blood tests. Lyrica has also been used recently with success.
You also asked about natural or alternative treatments. Alpha-Lipoic-Acid (ALA or Thioctic Acid) has been studied in patients with painful diabetic neuropathy - also an injury to the small pain signal carrying fibres. It's important that if you do supplement ALA, that you supplement only the "right handed" version of the molecule, called the R-enantiomer. ALA is very poorly absorbed from the intestinal tract, and the studies on diabetic nerve damage were given intravenously (IV) at a dose of about 1800mg daily. Only about 20-30% of ALA is absorbed from the intestinal tract, so you would have to take a large amount orally to get the equivalent amount that was successful in the diabetic neuropathy patient study. It's also a very expensive supplement. Taking the 6000mg daily that is needed to absorbe about 1800-2000mg in the bloodstream can practically break one's bank account.
Some patients with chemotherapy induced peripheral neuropathy, like yours (assuming your back is okay), get relief from Capsaicin Ointments. Capsaicin is the chemical that makes hot peppers feel HOT. It also has medicinal use in peripheral neuropathy.
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