Hi, welcome to the forum, your symptoms are suggestive of Atopic dermatitis or Contact dermatitis. Usually allergens are small molecules which can penetrate the layers of the skin and sweating is known to enhance this action. Stinging insects, Aeroallergens (uncommon), Foods and additives like Milk, egg, peanuts, nuts, soy, and wheat are the most common agents to cause such reactions.
Topical lotions such as calamine decreases pain and pruritus. Systemic antihistamines (antipruritics) such as hydroxyzine or cetirizine against prescription may be helpful. Even addition of corticosteroids has possible benefits.
Some products are used to mask the unwanted hair. It mainly contains hydrogen peroxide and sulfates. One can develop a reaction to the active ingredients and Side effects include irritation, pruritus, and possible skin discoloration. In addition, patients with sensitivity to sulfa should avoid these products. Testing the product on a small area of skin prior to use may help the patient avoid a more pronounced reaction. I suggest you to consult allergy specialist. Take care and regards.
It could be the detergent you are using to wash your bedding and clothes, also fabric softners. Look for a natural laundry soap and use dryer cloths. The cloths contain absolutely nothing, it's the type of fabric that keeps the static cling out and last for several months. No harsh chemicals or perfumes will make a big difference not only for your skin but also for your lungs and whole body.