So when exposed to cold it can cause the prickling sensations as the blood flow returns the same as
when your leg goes to sleep and then you get that
pain when it wakes up. Now that I think about it, that could be exactly what is going on. When you sit, your circulation is probably being cut off and causing the prickling and pain. I'm not sure exactly what speciality that would fall under, but I'm thinking you need to see a vascular specialist.