i have the same situation, before i go to bed i often feel it in my left leg. it feels exactly like i was playing in snow and got frost bite up and down my whole leg mainly in my calf area. i never can bare the pain of it, i have had this problem since i was about 11. i dont know what it is and i havent been to the doctor for it yet. but i find that when my fiancee massages around the pain it does eventually go away. it often does keep me awake through out the whole night.
I have a fairly similar problem. My legs around the knee when I'm laying down sometimes get this awful feeling in them -- the skin is not cold to the touch, but it feels like on the inside someone flash-froze my muscle or something. I went to the doctor but he said that since it doesn't happen constantly and it does go away (albeit after an hour or so of immense pain) there doesn't seem to be anything wrong.
So I, too, would love to find out what's going on!