I personally, haven't experienced the feelings you are feeling, this does of course not mean it could be alopecia! Are these sensations something you have felt before you started experiencing the hair loss? My eyebrows are falling out at the moment too! Im trying to find ways to slow it down or stop it, the best things I have found for me (it differs for every person) is acupuncture and applying ginger to the area. Because the follicles holding your eyebrows aren't as strong as the follicles on your head, I would try to not touch them as much as possible.
If I find anything to help you out, I will let you know :)
I wish you the best of luck,