My Yorkie has the same problem. She scratches herself quite a bit.
We have a family pharmacy here that does lots of natural remedies, oils, drops and such and the pharmacist recommended a drop called "Skin Aid" (Moist Dermatitis) - comes in a little glass bottle.
You can put up to 15 drops in their water bowl or 4 drops directly into their mouth (it comes with a dropper and the oral way was easier for us since our girl doesn't drink a ton of water). It has helped our little girl a lot. Before we began using it her poor fur had flakes all in it and her belly was so dry and flakey. So far so good! I can tell it has really helped alleviate her itchiness.
Fish oil also does great - we got a large bottle from our vet. You can give it in a dropper or put some on their food. Makes their fur very soft and silky too.
Best wishes and I hope she can find some relief.
