Hi
Thanks for writing to the forum!
This could be due to a foreign body in the eye. At times a hair from the eye lash turns inwards and gives this type of sensation. Dry eyes and eye allergy are the other reasons. Any cosmetic you apply on face or eye or even for your hair like shampoos or dyes too can cause allergies. If it is determined that it is an allergy then what is important is you must find out what is causing this allergy. Common allergens are pollen, mold, dust, pet dander, cosmetics or drugs. You must get an allergy test done, either a skin test or RAST, to know what you are allergic to. If you have been into a dust storm or been exposed to sand, then the sensation stays in the eye for a long time. The headache can be due to eye strain.
I would strongly recommend you to see an eye specialist. It is difficult to comment beyond this at this stage. Please let me know if there is any thing else and do keep me posted. Take care!
I would see an eye doctor. I would let him know my exact symptoms and if he is unable to help you maybe he can refer you to someone who can. You may want to consider a Neurologist, ENT or Rheumatologist as well. Good luck