Your friend should be investigated to find out internal disease or vitamin deficiencies.
dysfunctions, HIV, Anaemia, vitamin B12
, psychological disorder...etc should be ruled out..
The fever you mentioned would mild rise of temperature, it may be due to rise BMR..
Burning sensetion in skin may give the feeling of pain in skin due to slight pressure.
Give him vitamins particularly B12, iron, and fluoxetin to reduce anxiety depression
You may consult dermatologist
for perfect diagnosis.
I hope you got my answer.
Dr. Ilyas Patel MD