How many skin parasites are there in this world? I don't have that answer, but here's another miserable one. Fortunately for us, it's not typically found in the US. It's caused by sand flies (known as midges in Australia) as explained in this press release, Leishmaniasis, the disfiguring parasitic disease infecting a million around the world each year and found in about one hundred countries; and typically affects those who are poor and can't afford medical treatment.
The symptoms are often deep scaring facial lesions which can be similar to some affected by Morgellons, but does not involve filaments growing from the skin. However, savvy doctors can diagnose and treat it. The press release does not provide the treatment or how it's diagnosed. The CDC provides a treatment using liposomal amphotericin B (AmBisome®), which is administered by IV infusion.
However, if you have visited or spent time in one of the hundred countries where the sand fly is found, it's something that you might consider as a possible cause for your symptoms--especially if you have no filaments growing from your skin.