I've had occasional bone pain, muscle twitching, fatigue, itching of the skin. Fatigue worse after vitamin D supplement. Could it be low magnesium?

Get a diagnosis. Muscle twitching and shortness of breath can be a signs of a serious problem. Before you decide on treatment you need a diagnosis. See a neurologist. Or your family doctor first.
Yes, but not likely. Fatigue is suggestive of many causes including EBV and hypothyroid issues. Dermal itching could be due to any toxin, pathogen or allergen, but rule out the presence of C. Trachomatis. Muscle twitching is usually a neuologic issue, Rule out Lyme Disease. Bone pain represents a deep seated pain issue.....SEE A NEUROLOGIST.