I gather you are a lady because you take depo shots? I am from the UK and I had to google them to find out what they are.
First of all I have strongyloides, and probably for decades. in deseminated strongyloides they come out of the skin. I have not looked to closely because.......its just all too horrible! However here are some similarities and questions.
1) when does burning become itching.......or is burning just an extreme form of itching?
I am currently going thru a re-infection because I followed the advice/treatment from Hospital of Trop Diseases London and took steroids for lung infection.
I have itching all over my body. its particularly bad at night because i will suddenly get intense itching "somewhere" that wakes me up. its all over the place! I have urticaria that comes up during the day and goes down at night. mainly on buttocks inside of thighs, but also on torso and inside of arms.
Over the years I have also had intense burning/itching on soles of feet and hands in the early hours. i immerse hands and feet in cold water and bags of frozen veg. benadryl and the like have very little effect.
I have very bad itching between my should blades. my son examined the area and found very small red spots. he touched one and something itched like crazy. he scrapped it off and the itching subsided.
I have been uable to take the Pill or now in my 50's HRT because they make my symptoms worse.
in my opinion both steroids and some hormone treatment make strongyloides and possibly other parasites breed/spread like mad.
I cannot possibly judge whether or not you have strongyloides, there are many other symptoms like perpetual cough, IBS, CFS, pain in joints.