Oh me and my tiny buggles... I have this problem all too often, it feels like I have invisible flees. And to make matters worse, we brought home bed bugs a year ago from charity work an I was really getting bitten! So now I am so paranoid. Sometimes I also get a sensation of itchy fat..it is like underneath my skin on my thighs usually starts to ich and it is so bad i bruise my skin scratching. Taking an antihistamine helps when this happens.

Also, using pure coconut oil as moisturizer stops the tiny buggles for me most of the time, but not on my head.

So you are not alone, and it is a nerve thing not real bugs (usually).
I hope this helps.