Let me preface this by saying I AM NOT A MEDICAL PROFESSIONAL. What I would personally do, is take a Benadryl and use hydrocortisone cream on any *external* itching. Obviously, don't use that lube again. If you're still having problems in the morning, call your doctor's office.
Doing that has worked well for me when I've found an allergy to different bath or body products, but I've never found myself allergic to something I've used internally.