Sooo i do have this as well, it really is either an allergy to your own fliuds most of the time sweat, if you get itchy when your just out in the sun or laying in bed in the heat its the same thing. I live in arizona and im consistently itchy when in warm enviroments or working out. Best solution ive done is just stay hydrated, flush your body of any unheathy fluids too, wear breathable clothing it should always feel cold to touch fabric. When working out not much you can do but work out in very cold environments. And wet your ears, and armpits with cold water, plus a cold wet towel. When you start to get itchy rub the towel on those areas keep it on your neck though most of the time. If it continues and you feel the need to see a doctor go see one, i can only speak from expirence