Is there anything on the outside of your skin or is it just inside? Ask you doctor to check for shingles.
It's good to get checked out for those symptoms and I hope you get the all clear from your doctor. On the premise that you will be told that what you are feeling is a symptom of anxiety (like I was) I wanted to tell you that like you, during times of high anxiety, I too experience extremely sensitive skin, but to me it feels like a carpet burn/sun burn/electric shock type feeling, and isn't limited to one location on my body. It appears in patches, sometimes mirroring patches (ie, the inside of both thighs). I get the internal heat thing too, but it is usually limited to my body cavity and face as my hands and feet are usually cold and this coldness sometimes creeps up to my knees and elbows during my most anxious times. I used to worry obsessively about these symptoms (and MANY others) but after 7 years of anxiety I finally realized that I would have weeks and even months without feeling these symptoms and they only reappeared during times of high anxiety. I realized too that when I began to accept them as anxiety symptoms and not worry about them (which only leads to heightened symptoms and MORE worry) that the level of irritation/pain wasn't so strong and that the symptoms went away faster. From what I've gathered during my recovery process is that the excess chemicals coursing through our systems (adrenaline, cortisol) is the culprit behind all of our symptoms. During peaceful, anxiety-free times we experience little to no symptoms and when stressed we start getting symptoms, then we worry about them and get heightened symptoms or even new symptoms. It's a viscious cycle and one that is hard to break. My best advice to you is after you get the all clear from your doctor, to accept it as a symptom of anxiety, and by doing so you will dramatically reduce the severity and duration of your symptom, if not eliminate it completely. Good luck at the doctors! I hope this helps you and that you felt well today!