I get the same symptom where it feels like my skin is sore just underneath my skin or even slightly painful on top. My LLND (who has also had Lyme) said that it's neurological. I don't know about
you, but I don't get a rash or see anything happening to my skin when it happens. Like an imaginary sunburn.
For me it comes and goes with herxing. It used to happen a lot more than it does now (9 months into treatment).