I was diagnosed with dysthemia w/major depressive episodes. My psych suggested a neurologist. Why and what could the findings be?

I would ask. Your pyschiatrist since they recommended you see a neurologist. I would guess (note i say guess) that they are just worried that you might have a brain tumor or some other condition that is contributing to your derpression.
Other things. Your psychiatrist may think that you have some organic cause of your mental problems. See the neurologist.
Mood and neurologist. The simplest thing to do is ask your psychiatrist or psychologist speculation and assumption is simply going to make you more worried and cause more anxiety and more frustration. If your relationship is good with your psychologist and or psychiatrist simply asking why did he referred you to a neurologist. So to give you a differential diagnosis of all the possible diseases is not a good thing here.
Ask Your Doctor. Your doctor is the best person to answer your question. It is likely that he/she wanted to make sure that you don't have an obvious neurological reason for your mood related problems.