The sand flies in Florida don't bite either. They just pour acid on you. The acid melts your skin so they can suck it up through their mouth tubes. Hurts a little. However, they don't like smoke, so if you are smoking they keep away, usually.
I have also heard they won't bite you if you cover yourself with "Skin So Soft" by Avon.
But I don't think you guys got bitten by sand flies, at least they don't make me itch. Mosquitos do, and mosquitos love ankles too. Only thing is, mosquitos are noticeable.