You may need to try head-n-shoulders. Hope this helps!
Why Does My Head Itch Every Time I Lie Down?
I have the same problem and I've been told that its because my hair is not moisturized enough and it may also have protein overload.
Wash your hair. Get an anti allergy pillow.
On a large front, sounds like you need to buy yourself a new pillow and wash your sheets and pillow cases with bleach. There is something called bedbugs that believe it or not cannot be seen easily, and I am told they feed off dead skin. On the other hand, you may be itching in the day but are so busy you don't notice it. Certain pillows and cotton sheets, blankets etc. Can hold little pests. When you bathe at night, use lotion to assure your skin will not become too dry. Try washing your hair and completely cover it before going to bed, then notice any difference. Best wishes