What you're describing sounds like what I experience a lot these days. I describe it as "local adrenaline-rush like" feelings in isolated parts of my body. They always seem directional and pulsating...for lack of a better word. For example, the other night, it was running from the top of my right shoulder down the back of my upper arm and stopping at my elbow. It lasted for about 5 minutes. Another popular target is the left side of my torso up through my armpit and a slight ways down the inside of my arm.

Mine are not painful or burning, just that odd moving "rush" sensation, and I'm definitely more susceptible to them when I'm cold.

If a normal person spent one day in my body they would lose their mind.