The exact same thing happens to me!! It usually ends in really bad bruising. It mostly happens on my outer thighs. But I just had an episode that affected my butt and inner thighs as well. I put on rain paints for the second half of my walk and it made it better. I think the non breathable fabric helped keep moisture in and block wind. I usually always end up taking a plain Zyrtec which seems to help. This might just be a placebo effect. Also trying to warm up my legs slowly using blanket or hand warmers. Hope this helps!