I’ve never felt pins and needles during a sleep paralysis episode.
I have felt changes in temperature in my legs. It’s almost like walking into the sea, where as the water rises, so too does the coolness of temperature, until your whole body is consumed by the different temperature.
It happens quite frequently and still does. It always starts from my feet and rises upwards. I’ve begun to notice it during meditation just before I enter the ‘zone’ in meditation. It was always one of the things that frightened me during a sleep paralysis episode, and now I look forward to the sensation as it means that I am passing through the gateway.
Perhaps the pins and needles during the sleep paralysis episode is a symptom of the same transition.