As the one thing I could think of is cholinergic urticaria
, or hives activated by sweating and exercise
among a few other things. its symptoms include Itching, burning, tingling, warm sensation preceding the onset of numerous small weals with surrounding bright red flares, with the rash often being very itchy. Also, have you ever noticed this same sort of itch after eating spicy food or taking a hot shower/bath? As those also could activate cholinergic urticaria.