My mom is a Hodgkins Disease survivor who now has Non-Hodgkins Lymphoma and she's experienced fevers, drenching night sweats; weight loss; rash and frequent (often, uncontrollable) itching. Like the other symptoms, I believe that the itching is a result of the body's immune system reacting to the Cancer.
Her symptoms went away during chemotherapy (ABVD)... but, every now and then, she'll feel some faint tingling sensations, kinda like a distal itch. The drug, Prednisone helped in suppressing or mitigating the itchiness. But, you can't stay on that drug for the long term because it's a steroid. So, while there can be relief during and after treatment... I'm thinking that the sensitivity and itchiness never permanently goes away.