I have systemic lupus and fibromyalgia. My scalp doesn't hurt all the time but when I flare, my scalp will swell and be incredibly painful. At times, I can't even put up my hair, pin it back, etc. Thankfully it doesn't last.
This over sensitivity can be a symptom of neuropathy.
If you have symptoms of fibro, I *highly* recommend the SHINE protocol. CFS & Fibromyalgia Solutions for Patients and Their Doctors
I've added several of his supplement suggestions and they've made a big improvement. I've had better results from adding some supplements than most prescription medications.
Do you take any medications? Every medication (otc or prescription) robs your body of minerals/vitamins. If these aren't replaced, you develop more issues. B1, B6 and B12 deficiencies are common in neuropathy. Alcohol, processed foods, white sugar, etc can all cause B vitamin deficiencies too.