I have a small lump under my skin, it isn’t a splinter but feels like and only hurts if I move it around but not if I apply pressure straight above it?

Foreign body. It is likely a foreign body. If glass then may be seen with an X-Ray, or if not ten a soft tissue sono should show it. If something is visualized then it may need to be removed for discomfort, or left alon I'd no discomfort. .
Watch and wait. There may be a foreign body that got in without you noticing it. You may watch and wait. If the lesion gets bigger, ulcerates, develops a discharge, bleeds or becomes painful, see a doctor.
For good health - Have a diet rich in fresh vegetables, fruits, whole grains, milk and milk products, nuts, beans, legumes, lentils and small amounts of lean meats. Avoid saturated fats. Drink enough water daily, so that your urine is mostly colorless. Exercise at least 150 minutes/week and increase the intensity of exercise gradually. Do not use tobacco, alcohol, weed or street drugs in any form.
Practice safe sex, if you have sex.
Hard to say. Without an exam or possible a picture it is impossible to say. Could be an ingrown hair, an abscess or other stuff...