What are the chills/energy that a person feels when massaged? Is this neurons firing, is it blood flow or what?

Neurons. As you relax and also happens as you fall asleep the neurons, called the reticular activationg system are the last to go to sleep and a result you will sometime get the muscle jerks throughout the body. These are normal.
Of course. Of course it's neurons firing. Neurons are always firing. Neurons never stop firing. Every neuron in your body has a baseline level of activity no matter what's going on. Of course it's blood flow. Blood is always flowing. Blood never stops flowing through every blood vessel in your body. Not every sensory experience has a precise explanation. The nervous system is far too complicated for that.