What Causes Warm, Burning Sensation Under The Skin?

have had these strange warm or burning sensations just under my skin now for 2 months. they are not painful, just annoying and it really bothers me because it's just not normal. It starts in one area and moves around. Sometimes it's in my arms, or my legs, or my chest, or my back, or my neck. I also have been diagnosed with alopecia - and in 2 months, most of my hair has fallen out, but i have seen 10 doctors who don't have a clue why i'm getting the burning sensations. and 3 dermatologists that don't think it's related to the alopecia, at least they've never heard of that symptom before associated with any of their alopecia patients. I have been to an autoimmune specialist too, who tested my blood for any other autoimmune diseases like lupus, but everything was normal. I also was diagnosed with having parasites - endolimax nana cysts about 2 months ago. i've taken flagyl for that and i think they are gone, but i'm still having the burning, so i don't think it is related to that either. i'm thinking of going to the Mayo clinic, and i am also seeing a neurologist next week. OH, and a CAT scan came back normal. please help me!