Hi Jessica,
Hard to know... Did you try a primer before ? Also, you have to identify what makeup hurt you : eyeliner ? mascara ? eye shadow ? or primer !
Use just one and I think you will know.
I think you can change brand too : Clinic maybe. mac ?
I get his feeling with makeup removal and I am trying different. So, if I use waterproof eye liner, because of it is harder to remove, I have to insist more and then I got you sensation. Then, it depends, sometimes I use waterproof, sometimes not.
Each skin is different and eye skin especially thin... so most sensitive.
Take care of your eyes...
Hannah