I too have issues with this. My skin could oddly be classified as dry/oily sensitive skin, changing drastically with the weather.
In dry cold weather (right now), my skin becomes very dry and even cracks, with an oily top too it (weird I know). I also will break out into eczematous rashes this time of year if I use the wrong lotions or my skin gets too dry. When my skin gets like this, it will eat any fragrance I throw at it. I also have food sensitivities.
My only solution is to work out in the mornings which keeps my body temp up for the most of the day. Good diet may also play a role. Right out of shower I use Arbonne unscented body lotion (one of the few lotions that does not cause a reaction on my skin). About 10 minutes after that I can apply any frag and have them project properly.
I've never tried to apply lotion after application of a frag, I may try this out.