You have to be quite firm with the massaging under the arm - it's pretty hard to do it firmly enough to yourself but I've been almost in tears at the physio when it's been at it's worst. So, under the shower is good. My surgeon has told me to use bio-oil on my scar so I also massage around the area at the same time. Keep up your stretches but rather than do the 10 (or however many you've been told) do only 3-5 at a time but hold each position for awhile. Really easy to stretch, too, when you're watching telly or something.
I haven't developed lymphoedema (touch wood) but I still do some of the exercises when I've worked my arm hard (I figure it can't hurt). The first is to very lightly stroke from the elbow to the shoulder, around the arm. The second is to stand with your arms outstretched to the side then bring your hand into the middle (so your elbows stick out to the side). Very slowly, breathing in, stretch your arms out to the side again (should take about 5 seconds), hold for 5, then slowly, breathing out, bring your hands back to the middle (5 seconds). Do this 5 x. It apparently stimulates the lymph pathway but the key is to do it slowly.
If you put the region you live in (you don't need to be specific), members may be able to give you info on oncology masseurs so that you can try to get into someone reputable..