Yes, they can sting through almost anything.
But you'll have to get it some time! One of the most liberating beekeeping thing for me was not being afraid of stings. Sure they hurt like crazy, but not any more than a cut, and I get those all the time too. The funny thing is that with just shorts and t-shirt (and veil) I don't get any more stings than when I was all geared up, although less in the fingers and more else where like legs and arms.
I started using canvas gloves to give me some protection but not too much. Then all the fingers got holes in them, so I figured if I don't need finger protection, why hand protection? Now I don't need them so much.
It took 7 years or so to get here....