I think for heat or ice it depends on what your chronic pain condition is. I have RSD and that is a big no for ice. I also heard that if you put heat on for too long that it can rev the nerves up instead of settle. For me I guess warm baths can help to a degree. Have you tried epsom salt baths? I am not a fan but a lot of people find it helpful. For relaxation well I took biofeedback that I try to apply and suggest others try. Relaxation tapes,guided imagery and general music help me feel calmer. Self talk too. Finding a hobby or distraction of some kind.
So hard to find what works and we do all vary. Some is trial and error for each person. OTC meds don't really help much. I guess overall aleve helps the aches not so much the pain. Feel better