As the severe itching came on after you started taking the higher dose, then one can come to the assumption that you do have an allergic reaction to the high dose of the medication.
If you were fine on the lower dose, I too see no point in upping the medication.
If you feel acute pain, apply a heat pack, or a cold pack which ever one helps you best. Acupuncture, hydrotherapy, TENS machine may help rather than taking drugs.
Do still move about and do any physiotherapy exercises that you have been given to do.
The pain from sciatica does not respond well to opiates. Better to get off them.
If you're fine with 5mg I definitely would NOT up your dosage!! One day you'll go to get your meds and doc will say "I think it's time you come off" then you my friend are in for a living nightmare. I would stick to the lowest dose you can handle. And itchiness can be a side effect to the oxycodone.