Why does my skin always prickle with heat?

Basically, whenever I get significantly warmer, my body gets wracked with severe prickling sensations until I adjust to the new temperature. For example, it happens when I enter a heated building during the winter, when I shower, or when I get under my covers. I know there’s a condition called prickly heat, but it seems that prickly heat usually comes with some sort of rash or skin blemish, which I never experience. I’ve always had this issue but it has been minor/only occurring during the winter. Relatively recently, it has become much more severe (to the point where it feels like needles are pricking my entire body) and much more common (at least a few times every day). I initially thought it could be dry skin, but after using a moisturizing lotion for 2 weeks, I’ve seen no change. Can somebody help me figure out what this is, and what I can do about it?

Moisturizing skin is a constant especially in winter.even after 2 weeks it takes longer to help skin from drying out. after shower try using wash cloth with oil applied to the cloth as your dring off. there are many available. some times i use coconut oil as i use a wash cloth to dry instead of a towel , i use skin so soft oil applied to the cloth and by the time im finished i am dry and seals in the water in my skin from the shower. every day . also use a skin protectant as well skin moisturizer. protectant lamactin seals the moisture in the skin repels the dry air from pulling the moisture from the skin. and drink lots of water to stay hydrated. avoid caffine. also fish oil and vit-D, vit-e, is important. also never use harsh soaps use soaps without additives, natural soaps with glycerine is essential as it is a building block in skin dermal layers. oatmeal baths- soaks warm water avoid hot water will dry skin out, also good before bed time for a better quality of sleep.hopefully something suggested will give you some relief. prickly heat is really annoying. sometime i feel like wrapping myself in a baggie to keep my skin from drying out.