Chemical burns from bandaids

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I have a spider bite, I thought it was staph but it has two holes in it and I didn't see that until I messed with it last night. The bandaids were irritating my skin so I took it off, these bandaids are those really big ones. I wrapped my arm in gauze and tried sleeping with it but the gauze kept coming off and I didn't want to sleep with the bite exposed. 
I put the bandaid back on because I was tired of dealing with it and I just wanted to sleep. I woke up to chemical burns. I had to pull a band aid off of my burned skin. 
That's pretty fucking painful. i used salve to draw the nastiness out of the bite and it worked. The red around the bite is completely gone as well as the swelling and pain.  Now I'm left with a square of chemical burns on my arm and the deepest part of it is on that sensitive underarm part. 
Okay. So fml. I ended up slathering the entire thing in salve because it feels amazing and wrapped it up in gauze again, but I've been burned pretty badly before and I know that when you let a burn dry out it doesn't hurt as bad because it scabs over and it's not this painfully exposed skin. Is that a bad idea or should I keep it wrapped up? This is pretty painful but it doesn't compare to when I burnt a hole in my leg on a motor exhaust on a street bike. I have it unwrapped now and I'm just sucking it up and dealing with the pain as the air hits it while it's drying. Bad idea?