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They kind of come and go, but I have a kind of small set of phantom wings that are attached between my shoulder blades.
Even though they aren't physically there, when I walk around I can feel the air moving past them and if I sit down with my back directly touching anything I get a strange tingling and burning sensation on my back.
People often have phantom appendages for various reasons, such as amputees due to motor cortex memory, or transgenders due to a strong conviction that they 'should' possess the appendage (placebo phantoms, if you will).
In your case, it would be most similar to the latter. Understand, though, that you're creating these sensations. They're neurologically real as far as your brain is concerned, but otherwise not. Same as the people who swear that they experience pain near microwave ovens, cell phones or radio towers as a result of their proximity.
If you're convinced enough of a sensation, especially tingling/burning sensations, your brain has no problem accommodating your expectation.