Red bumps on body, itching, fluid filled. Taken Doxycyline. What is the problem?

Hello misbehaven79 , greetings from healthcaremagic.com 
I am Dr Sourav Chakraborty and i have gone through your case scenario, though i expected a more elaborate history for the mentioned complaint of yours like do you notice it only after getting up from sleep or you see them every now and then sporadically .The places where you mentioned like thigh, stomach, under butt cheek are also the dependant parts of the body and when you sleep these surfaces are in contact with the bed and may attract bedbugs , lice , fleas and ticks . All of these mentioned can cause the lesions you described but the sites of lesion may vary. I assume you do not suffer from any allergic diseases as you have not mentioned your case history. Bed-bugs are pretty notorious and common and they do attack their victims at night when they sleep and produce lesion you described but mostly in the dependant parts of your body. Maintain proper hygeiene and change the bed sheets regularly and see if your problems get resolved or not . Also it is advisable to contact your Environmental Protection Agency / Pestcide Control Agency as you may need to fumigate your house/ room and that might be of long term help. Regarding treatment you recieved most people do recieve this as their first prescription and then it is tailored according to your response, so my advice to you would be please trust your doctor and let him help you. Hope i have been able to help you with your doubts and please do forgive me for grammatical errors , if any. Take care.