My memory of wasp stings are mixed up with emotions of terror and abandonment, so should be considered unreliable. I was very wee at the time.
On the other hand, I was a teenager when I was stung by a honeybee, which I inadvertently grasped while trying to close off a butterfly net around a Small Blue. It felt like an electric shock – a very sudden, intense pain shooting up my arm. That quickly turned to a throbbing pain in the finger. I think someone put something on it; maybe I just held it in cold water. I can’t remember the details. The pain had pretty much gone after a couple of hours.
I have a lifelong phobia of wasps, and a lifelong love of and reverence for bees.