sounds indeed like allergic mediated problems. Have you tried an antihistimine?
I can't relate, but it sounds like you have a dust/dust might allergy. You would probably benefit from allergy casings on ALL bedding - pillow, matress and box springs. Then wash sheets and blankets weekly in HOT water. Another good idea would be to shower just before going to bed to wash off any pollen that has collected in your hair and possibly skin.
FYI - It is recommended that people with dust/dust mite allergies get a new pillow every year.