slight burning under skin?

A blood sucker which looks like a tiny cockroach with elongated structure, might have bitten you. Usually the bitten part has no marks except for warm reddish elevated skin, and very itchy.

I didn’t consider that option but the skin isn’t red or itchy.

Some sort of contact dermatitis? Any new chemicals in your house?

Any sign of a small puncture hole? Do you live in a rural area w. biting insects like chiggers, ticks, etc?

Syz has a good suggestion.