I get a colourless horribly itchy heat rash, too, and it's usually heat plus humidity that does it, rather than sunshine as such. Oily creams tend to make it feel worse, which leaves me with a bit of a sun cream dilemma - I tend to leave it off the affected parts until I know I can't keep in the shade any more.

A doctor once suggested that it's related to eczema. I haven't pursued this, as it's not something I need to see a doctor about and I haven't happened to see a doctor while having heat rash since.