Recently, just itching my skin I have broken through, creating scabs all over my legs. It never hurts and has happened on my face as well even though I don't know I have done this.
Also, I have patches on my skin where there are small red spots that seem to be underneath the skin.
The spots could be ruptured blood vessles. I would suggest seeing your GP as to why you're having no pain when breaking your skin and why your skin is breaking at that.
Also, I would suggest taking a transparent glass and pressing one side of it against the rash you are describing. If the spots do not fade under pressure (i.e. you can see them through the glass as you press down), I would strongly suggest seeing a doctor as soon as possible, as it could be a serious condition.