Why is Suffering Still Here?

If you know who you are, but are still suffering, there is probably one of two things going on. Either: 1) you still want something from the world, or 2) you have bad thought habits.

For the first problem — you still want something from the world — just keep going with
Vedanta and keep sorting yourself out from the objects appearing in you. We don't realize how subtle those ties can be, and we need help seeing them. Seekers commonly get proficient at discriminating between awareness and material objects, including the body/mind, but still want that state of permanent bliss, not realizing that spiritual objects are just objects, too.

For the second problem — you have bad thought habits — I recommend you watch
this YouTube with Christian Leeby. He explains it much better than I could, so I'll just leave it at that. Christian is a student of James's, and he ventures into some territory that James doesn't — namely, how to polish the jiva mind, and why.

There really won't be any suffering in the experience of the
jiva when the vision of non-dual reality is complete, so if there is suffering in your experience, just trust that it won't be there forever. And keep doing self-inquiry with Vedanta as your guide!