The stinging is parasite activity like biting or the creatures trying to escape through your skin. It's a clue as to where your infestation is concentrated and how bad it is. You can put something on your skin to try and kill them such as liquid ivermectin used for veterinarian purposes. It works, trust me.
I envious that your doctor is trying to help you. I have a good doctor and I've working with him but it's a struggle because most doctor know nothing about these types of infections and many will insist you have delusional parasitosis.