My body itching when my body is hot so I always keep my body cool I have something like hives on my back will allergy shots help?

NO. See a DR. You can probably be helped, but start in the right place. No allergist can help you.
No, allergy shots. won't help in your condition and not indicated, you may have chronic urticaria, see your doctor who may refer you to an allergist or a dermatologist, for management, check or for an allergist/immunologist in your area, best wishes.