Some of the frustrating things, for me, have been:
The collapse of perceptions about the role of medicine and how it works, particularly in the U.S. I think that people who haven't had any experience with chronic illness have an idea that there is a sequence of events that takes place when someone becomes ill beyond a run-of-the-mill ailment. The perception is they become sick, visit doctors who tirelessly test until they find what is wrong, then they fix it and the person goes about their life unimpeded. What actually occurs when the person becomes sick with CFS is the patient can pursue diagnosis and treatment until they run out of money or simply decide to quit throwing money at things that don't work while wasting mental and physical energy pursuing a solution. The focus becomes an attempt to manage a cycle of illness rather than pursuing a solution to it.
The circular nature of the stress cycle of CFS. I have absolutely no doubt that psychological stress makes CFS worse. My only real remission of around a year's time was after I was able to essentially take a period of months by myself with no obligations except to get well. A doctor telling someone with CFS to minimize stress is like handing someone in a sinking boat a thimble to bail water. Everything having to do with CFS is a stressor, from managing interactions and obligations when you have no mental or physical energy to accomplish them, to immediate financial obligations and constant worries about a future of complete uncertainty.
The bizarre nature of life with CFS. If I really communicated with friends anymore beyond "liking" their birthdays on Facebook, and related the actual events of my life, they would be shocked. Most of them probably go out to eat more in a typical week than I have in a year. They go to games, on trips, etc. I managed to go camping for one night over a decade ago. I don't want to make it sound like a pity party, but these are the actual realities of CFS and how it basically removes a person from everything that someone can look-back at as positive "life experiences".
TLDR: CFS sucks.