I've never had the sensations that you describe. I do have frequent itching all over... I think it is because my body is detoxing and the toxins are being pushed from my body and obviously my skin is being affected.
You may want to see your PCP and mention it to him (or her).
I have Fibro not CFS but I have anearly continuous "Strange feeling" on my left side in the kidney region. I can't describe it other than it just feels not right. I am constantly adjusting and twisting and digging my knuckle into my ribs and hip on that side. It's been checked out and nothing is wrong but I tell you what it is annoying if not down right painful at times. I know this probably doesn't help but at least your not alone.