For starters, I dont think it is allergies. but I think you need to see a dermatologist has he told you about mabee psoriasis or some other kind of skin inflamation... see a specialist it's your best bet.
If you are not satisfied with one Doc, see another. you can also ttry Selsun Blue shampoo, it might help reduce some of the inflamation and burning, and help make you a little bit more comfortable. good luck in your search for a better Doc,
We have something here called scalpitch it helps a lot, it does sound like an allergy so try to pinpoint anything you are using on a regualr basis like shower gel, soap ,I found after much trial an d error that I was allergic t6o the hoseplants and some cactus in my garden so I do not touch, I wear gloves, and if I forget like recently I now have an itchy rash round my neck , use a mild shampoo there are some in the drug stores .the Scalpitch will help aswell all the stores have it Good Luck