We've been having a tough time with mosquitoes these last weeks, and I can tell you, itchy feet are my constant companion. Given I just can't sleep with my feet covered, they are being badly hit. Especially when the critters bite through the calloused skin of the soles the resulting itch is most peculiar, "under" the skin. You usually can't see these
So -- have you thought of an insect bite?
FWIW, these benzocaine sticks help me a lot
http://stingeze.com/stingeze-max.html .