This sounds as a fungal infection of your scrotal, upper inner thigh, and, anal skin, and fungal foliculitis of scrotal hair follicles.
Acctually, fungi enter the skin along a hair and infect its follicles, too.
When the infection occurs in superficial, upper part of follicles, they look like red bumps, pus-filled blisters, and, itchiness and sensitivity appears.
Sometimes, steroids can even make your symptoms worse.
Consult your doctor for prescription of more potent antifungal ointment or oral antifungal medicine.
Keep the areas clean and dry, cause the fungi like warm, moist environment to grow.