Red welts, initially appear as mosquito bites. Far more itchy. Form blister and liquid, which when dries turns yellowish. Treated for scabies. No luck?

See a derm, biopsy. You should see a dermatologist for evaluation, possible cultures and/or biopsy, and advice on treatment. They will also need to take a thorough medical history. Do you have one lesion vs many lesions, where are they located, is it itchier at night (common description with scabies), how often does it recur and how long does it last.
Few thought. May be bullous impetigo. You should have your doctor culture the base of one of the lesions for staph or strep infection. There is also something called a persistent arthropod reaction, but doesn't sound as much like that from your description. Another thought is something called phytophotodermatitis if you came into contact with lemons or limes or other substances, sunlight causes a burn like.