Hi greg,
Chirley makes a good point that you could have a B12 or folate deficiency going on. Check out this definition of megoblastic anemia due to B12/folate defiency.
http://www.uaz.edu.mx/histo/patholog...w_megalobl.htm
You seem to fit it well with hypersegmented neutrophils, oval macrocytes, and megaloblastic maturation. B12/folate is required to produce RBC's. So, perhaps your bone marrow is in overdrive trying to make the RBC's (leading to erythroid hyperplasia), but the process isn't effective because of the B12/folate deficiency. Some people aren't able to absorb B12 from foods (intrinsic factor). Perhaps your doctor can test for this as well.
An elevated ESR is very non-specific and shouldn't add to your stress.
Good luck - I hope your doctors can figure this out soon!