‘Goosebumps’ are caused the muscle in the skin/dermis that is attached to each hair called the arrector pili pulling the hair so it stands upright. So when the body feels cold or under stress the intension is to trap air that warms.
Unfortunately the homo sapien does not have much hair so as insulation it does not really work.
I too have these strange goosebumps. And not only when cold or stressed. Sometimes it just happens for no apparent reason and can happen just on 1 arm/leg. Its weird and feels strange. Sometimes it just happens in 1 small area and nowhere else. Just a patch where they are but the rest of my arm/leg is ok. Very strange feeling.