Skin itch and pain after sauna

Wondering if anyone else have had whole body itch (but no rash or other visible signs) after sauna sessions. I have used both infrared portable sauna and the dry sauna in my gym. I did slowly increase session time and did not go over 15 minutes. Still I now have a whole body itch, and pin prick feelings even though I have not been back in the sauna for 2 weeks now. I did wash immediately after each sauna session and drank plenty of water and moisturized my skin. I saw my dermatologist, who did blood tests (that all came back normal) and I am taking allegra daily. Still itching and have the pin prick feelings all over my body. Worried the sauna has damaged my skin, I do have sensitive skin.

Have anyone else experience similar reactions and did you recover?

Thank you very much for your quick response! I think you might be correct, it feels more like nerve sensations. How long did it take for your reactions to calm down? And did you do anything to help the recovery except for gabapentin when you had the severe reaction?

Thank you for your response. My skin condition has now resolved, and my dermatologist thinks my frequent sauna sessions was the cause. I appreciate all your input!