Ok, first, if your vet is not even trying to help you or take it seriously, get a new vet.
What have you tried since your original post? Has he been treated for the itching at all either OTC or by something from the vet, oral or topical? You need something to get it under control for now regardless of the cause or he can get a bad skin infection.
What are you feeding him? Have you bathed him again, if so with what?
There's alot of different things that could be going on here, either food allergies, reaction to the shampoo you used, environmental alergies, even possibly mange
. You need a vet that will do a skin scraping to check if it is something like mange, that's transferable to humans and nothing to mess around with and since (I think) you said he came from a shelter, it's possible. Has he been thoroughly checked for fleas and flea dander (poop)? Alot of people assume it's obvious when a dog has or has had fleas, but I've seen a ton of people be really surprized to find out their dogs does/recently did.
There's just a ton of possibilities and you have to rule so many things out sometimes before you get to the cause