Of course itching can be triggered by anxiety. Probably the most common cause of itch is psychological, that is, due to stress, anxiety, etc. Stress also can aggravate itch from other causes. Dry skin is another frequent cause of itch.
Note that it could be a good idea to consult a dermatologist since it can be eczema, scabies or other skin related illness. It could also be related to an infection but i doubt it.
Anyway please note that i'm not a doctor and you should consult your doctor if you are concerned.
My experience was identical to yours, after going to doctor after doctor including specialists, they could find nothing wrong. I finally went to the fourth Dermatologist I had seen. He put me on 3 Xanax, had immediate relief, but not completely. He then put me on 5 Xanax a day, and I have not itched at all since then. He doesn't think it's addictive as other Doctors. I don't feel like I'm addictive to it at all, some days I forget to even take it.
Maybe you could find a good Dermatologist Like I did. Best of luck.
Your doctor put you on 5 Xanax a day for itchy skin! You're kidding, right?
I don't think you found a good dermatologist, I think you found yourself a good drug pusher.
Good luck with that itch.