I experience this too. It can be debilitating. My rheum diagnosed me with neuropathic itch (neuropathy) and Rx'd with Gabapentin. It works really well for the itch but I'm experiencing weight gain, bloating and digestive discomfort so coming off of it. My integrative MD gave me a list of supplements to take for nerve related itch so I'm going to try that for awhile instead. Not sure if yours is dermatological or neurological but may be worth bringing up to your doctor. I went to the derm first and she ruled out any allergies or derm issues though and it was a long trial and error process that left me frustrated but then I raised with my rheum and once I started on gaba it went away.
I've also gotten mild relief with this cream: https://www.amazon.com/Cooling-Pain-Relief-Cream-Extract/dp/B07J4XYM1V/ref=sr_1_1?keywords=stono+creek+pain+cream&qid=1569439664&sr=8-1
The supplements I'm taking for the nerve itching are:
https://www.amazon.com/gp/product/B0013OVVK0/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
https://www.amazon.com/gp/product/B0027DWNHQ/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
Amazon! I take this one and love it — https://www.amazon.com/Jarrow-Formulas-Sustain-Supports-Function/dp/B0013OVVK0