I do not have a diagnosis of lupus, but I do have confirmed small fibre neuropathy and the doctors are still trying to determine the cause. The bee sting like sensations you described sound very similar to what I had/have going on. I have also had warbling like sensations under the skin on my face, between my thumb and index and the bottom of my feet as well as twitches.
I've had nerve conduction studies done, but unfortunately they only measure large fibre nerves. Eventually I had QST testing and it showed what I already knew - that my ability to detect temperature and certain sensations has been seriously compromised. I now have to be very careful with bathwater.
Once the QST testing was done, the neurologist was confident that I had small fibre neuropathy. Since then, my nerve conduction studies have shown changes, so there may be other types of nerves involved now as well.
All that to say, along the way I learned that in more than 50% of diagnosed neuropathy cases, the underlying cause is not found and the best that can be done is treat the symptoms.
Stay strong and ask questions. If the neuropathy is caused by a treatable underlying disease, then the nerve damage may stop.
Good luck. I don't know if I can be of any help, but feel free. There is a neuropathy board, but the few times I checked it out, it wasn't very active.
Know that you're not alone, not likely crazy and not imagining it. It's hard to describe some of the sensations of neuropathy. I have constant buzzing in my feet, but that doesn't make sense to a lot of people.