Oftentimes when insects are suspected but nothing is found in the sample there are many other unseen factors involved.
Sometimes allergens from food, various household products, and fabrics can make you feel itchy and create bumps resembling an insect bite. Since members of the same family share the same genetics, multiple family members may have the same symptoms.
Dry skin can have a reaction with static electricity that makes it feel like something lands on, or bites you. Apply lotion often. NOTE: women who are over the age of 30 start to have a decrease in estrogen which can cause the skin to be more prone to drying out.
Sometimes when people start to fear that there are insects in their homes, they tend to put out too much of a pesticide or call in someone to spray and they can actually have allergic reactions to the pesticides which exacerbates whatever the original problem was.
If you are in doubt, contact a local pest management professional and ask them to inspect your home for pests, they should have the knowledge to identify potenial pest problems.