Which present tense should you use when talking about continuous pain?

I'd go with #2 present perfect continuous, but typical usage would suggest that you would say "I have been having pain" not "having a pain".

Or consider using "experiencing" instead of having which may be a stronger verb for this case:

"I have been experiencing pain..."

but present perfect continuous (use of "been") is my thinking.

1. *I am having a pain for two days.

This is totally unacceptable.

2. *I've been having a pain for two days.

Also unacceptable in this sense. However,

2'. I've been having pain [in my back] for two days.

is acceptable and (especially with the 'padding') idiomatic. Note that

2''. I've been having a pain on and off for two days.

is acceptable, idiomatic, but indicates an iterative, not continuous, sensation.

3. I've had a pain for two days.

is acceptable and totally idiomatic.

3'. I've had pain for two days.

sounds ultra-formal and quite old-fashioned.