Hello,
Since the symptoms present as burning under the skin, so it can be due to neuropathy. It can be due to metabolic disorders like diabetes, hypothyroidism, and hypoparathyroidism. They can also be due to peripheral vascular disease, vitamin B12 deficiency or malnutrition.
Get your blood sugar and thyroid hormones levels evaluated. You can take some vit B12 for some days and see if the symptoms are gone or not.
In case the symptoms persist then please consult a neurologist as it can be due to some neurological disorder. It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided. For exact diagnosis, you are requested to consult your dermatologist. I sincerely hope that helps. Take care and please do keep me posted on how you are doing.
It could be contact dermatitis. Have you come into contact with anything new such as soaps, detergents, cleaning supplies, or fragrences? Have you been around any potentially harmful chemicals? Try a cortizone or benadryl cream to help with the itching. If a rash is present or if there is any puss or drainage, keep the area clean and watch for infection. Make sure you see a doctor if this keeps bothing you or gets out of control.