There are certain sounds that drive us batty. For some people, it's nails on a chalkboard. For others, it’s the squeaking sound of styrofoam. What causes this reaction?
Human sensitivity to sound waves is very real. fluctuations in an individual sound at rates between approximately 20 and 200 Hz create the roughest noises. Chalk must be in that range I guess.
Bits of earwax sometimes dry into flakes and they resonate at some specific frequency. It's like having a buzzer on a nerve ending. A hair can give the same effect.
I don't know the specifics of what causes the reactions.
But, for me, weirdly, it's metal shovels scraping/picking up stuff from a dry cement/asphalt surface. Even more difficult for me was that it was part of my job. :)