Ken - it happened to me many years ago - same situation. Just kept seeking lenders and finally found one - they are out there - the interest rate was a little higher but we got a loan and a year or so later refinanced.
Have you tried all of the online lending services? Let your fingers do the walking.
My husband and I bought a biz one year out of college and ran into the same thing for the next 8 years. Basically, if you are self-employed, you are treated as if you are UNemployed and must prove income in about 100 different ways. We bought a Jeep because the Ford dealership sized us "20-somethings" up as not being able to afford an Explorer and turned us over so many times that we finally left and went down the street where the Jeep dealer was HAPPY to take our money.
The year we sold our business and my husband went to work for another company, I nearly cried when I went to get a car loan and they didn`t want 3 years of tax returns. It was SO EASY vs. what we had been going through basically all of our adult lives (remember, fresh out of college). That is the part I dislike about being self-employed (luckily my husband has a "real" job - HA!), you are treated like a welfare case by the banks.