POOR BABY - Itching is just awful and it can really really be a problem to not know what's causing this - Going out on a limb here but a friend had a VERY itchy yorkie - it was Sarcoptic Mites & spread to her other yorkie ....these mites PROBABLY happened because her puppy was shipped from Brazil ....I think they had to do a skin test/scraping to find them
http://www.thepetcenter.com/exa/mites.html
They are VERY hard to treat and you have to treat your whole house - has this been ruled out ?
and Tricia - A Good friend of mine just had her yorkie tested for Allergies and is on steriods now - do you want to talk to her before you get the tests ?