I didn't think about it before, but I was reading about a little yorkie on petfinder that had "the itches" pretty bad and they got some special shampoo from their vet and said it was working. You could check with your vet to see if they have anything they would recommend. This is the "pricey" shampoo that I read about on petfinder:
ETIDERMŽ is a gentle, antiseptic and keratoplastic shampoo for use in dogs and cats of any age.
ETIDERMŽ SHAMPOO
Virbac
Antidermatosis Shampoo
Antiseptic Shampoo
Active Ingredient(s):
Contains: Chitosanide, ethyl lactate 10%, benzalkonium chloride, lactic acid and propylene glycol in a shampoo base also containing TEA lauryl sulfate, water, diethenolamine, benzyl alcohol, fragrance, hydroxypropyl cellulose, methyl paraben, and propyl paraben. Chitosanide and ethyl lactate are present in encapsulated (SpherulitesR) and free forms. Benzalkonium chloride is present in encapsulated form.
Indications: ETIDERMŽ is a gentle, antiseptic and keratoplastic shampoo for use in dogs and cats of any age.
Directions: Shake well before use. Wet the coat with warm water and apply sufficient shampoo to create a rich lather. Massage ETIDERMR into wet coat, lather freely. Rinse and repeat. Allow to remain on hair for 5 to 10 minutes, then rinse thoroughly with clean water.
Frequency of use: Initially two to three times a week for four weeks, then reducing to once a week, or as directed by your veterinarian.
Caution(s): For topical use only. Avoid contact with eyes. In case of contact, flush eyes with water and seek medical attention if irritation persists.
Available through licensed veterinarians only.
Warning(s): Keep out of reach of children.
Discussion: ETIDERMŽ contains SpherulitesR, an exclusive and patented encapsulation system developed by Virbac to provide slow release of ingredients long after the shampoo is rinsed off.
ETIDERMR also contains Chitosanide, a natural biopolymer creating a protective film on the skin and hair.
Presentation: Available in 8 oz, 16 oz, and 1 gallon containers.
http://www.petstruly.com/2856.html