Do you take medications that cause photosensitivity to the sun? Even Alieve, Advil, Motrin, Benedryl, etc., can cause reactions that to some, are exactly as you described.
Some people seem to notice the itching when they perspire in direct sunlight. Sounds strange, but it seems to be somewhat common. I think this is related to heat rash.
What about an allergy to an ingredient you are putting on your skin while you are in the sun? Bergamot is one thing that can cause photosensitivity...and there are many more...I think Vanilla is one.
Are you possibly overdoing it when you are outside and you are almost to the point of sun poisioning?