If this problem has persisted, I would recommend making an appointment with a dermatologist
(or even your primary care physician
may be able to help) to get to the bottom of what is going on. You may be right in your comment that the hair dye that you use may be contributing to your itching scalp. The chemicals within hair dye can be very irritating to the skin of your scalp, and cause a contact dermatitis. Contact dermatitis is a condition in which there is an allergic type response of the epidermis (outer layer of the skin) to an allergen (in this case perhaps one of the chemicals in the dye). There is a similar condition called contact urticaria which causes similar symptoms, but goes away rapidly after it presents. Contact dermatitis should resolve over time after the offending agent has been removed, but this process can take a couple weeks. I would be interested to ask if you have started any new hair products (shampoo, conditioner, soap, hairspray, etc) as these may also be contributing. I hope that this information is helpful, and I wish you all the best.