There are conditions and substances that cause delirium with itching. You'd have to get a psychiatrist or toxicologist to rule that out.
Let's suppose that this s in fact a visitation.
When a spirit gives us a name or an oddly specific noun, it’s always worth looking at its meaning in related languages. In this case, we might want to think about Iberia. Specific names and nouns are gifts. Kunic means “king” in Middle High German. Cognate to koenig. It probably arose from Celtiberian, something like cunego, so there’s an Iberian connection. There are cognates in the Romance languages: Latin cuniculum, cuniculus, cunciculo, coniglio, etc. Cunico is a little municipality in the Italian Piedmont. Also a ghost town in Colfax County, NM.
Cunic laws are kings’ laws, maybe.
It also refers to several distantly related mammalian species. It survives in English as “cony” or “coney”. It means “rabbit”, “hare”, “hyrax”, etc. The hyrax has a magical history.
Saffron is seen beginining with a Z in the Romance languages. Azafran, zafran, zafarano, etc. I’ve seen it spelled Zaffron usually in a mediterranean or (East) Indian context. It’s associated with Ariadne, Astoreth, and Hecate. It’s in a host of magical recipes, cures and potions. There are references , even frescoes going back to the Minoan and bronze-age Sumerian cultures. It was a foundational trade item in the bronze age, the "king of spices".
Don’t know what to make of a spirit named Zaffron who claims to be a “cunic”, a king? Saffron is a word for the color yellow, giallo in Italian. You’ve heard something about a King in Yellow, I suspect.
Probably no help, but as I said, these words are gifts. Always best to explore them, meditate on them. Ask your own spirits about them.