Welcome to healthcare Magic!
The problem may be due to local boils
at the hair roots which you are unable to feel.
You may also be having lice
infection, the larvae tend to bite and cause inflammatory reaction which can be painful.
You should get a local examination by a physician and if require get investigated.
Please get these investigations and if you like, inform me in a Fresh Query / Follow up Query for further fine tuned opinion
Wish you a great health!