My itchy skin is associated with rashes and hives. The tingling is in different areas most of the time.
This is what happened to me when I took 300mg of Doxy. I still don't know whether it's a herx or what it is in relation to Lyme, but I think it may have something to do with the way your immune system responds to the toxins released by Lyme bacteria. This is only a guess, however.