Hi Jan,
Were you trying shadows in the store from the store's testers? Maybe you picked up something from the tester or brush (if you used one) versus being allergic to the shadows or pigments themselves?

I've used Clinique eyeshadows before, and they are supposed to be pretty good for sensitivity. There still might be pigments that someone is allergic to, but the other ingredients are usually pretty safe.

I'm sorry about your poor eyes. It sounds really uncomfortable.

gg