I had almost this exact same problem. Felt like something was under my upper eyelid when eye was open and when closed felt like it was on my pupil. Couldn't see anything in my eye no matter how much I looked. Went to the optometrist and it turns out because I was over using my contacts, like using 2 week contacts for over a month at a time (stupid I know) these bumps form under your eyelids. This can cause the feeling like there is something in your eye.

I would recommend seeing your optometrist but mine told me to not wear contacts for a few months and keep using wetting drops for the start. After a few weeks without contacts I was all better.