A contact reaction to the new bedding is certainly possible; the lavender or other additives may be the cause. I recommend immediate removal of the bedding.
I found this info from http://www.dermatitisfacts.com/allergic-contact-dermatitis/allergic-contact-dermatitis-herbal-extracts.php
Lavender oil is extracted, for its fragrance, from the purplish flowers of lavender, which belongs to a family of aromatic Old World plants of the genus Lavandul. Two contact dermatitis cases have been reported from use of lavender oil. One was due to sleeping on lavender-scented pillows. The other was a case of acute facial dermatitis in a physiotherapist, due to application of lavender scented gel. Patch testing showed positive reaction to lavender. Fragrances and therapy oils containing lavender have been reported to cause contact dermatitis.
Very probably to lavender oil.
Thank you so much for your help, although to be honest, I didn't quite understand some of it. My guineas are swelling from Lavender?