I have left my chest tube wound open over night to help heal its been 3.5 weeks it's so painful underneath when will I feel better?

Post thoracotomy. Chest tube placement and other invasive chest wall procedures can lead to lasting pain. Talk to your physician about using a drug for neuropathic pain, which can reduce or eliminate the symptoms.
See you doctor. I do not know why and for how long did you have chest tube placed. If there is no drainage it is possible that you have localized infection - abscess at that site. Usually you should not have any pail at the site after removal 3.5 weeks ago.