same as you, my itch reduced upon beginning finasteride. however, it never completely subsided, and sometimes i would have really itchy bouts. my best suggestion is for you buy a copper peptide. A good start would be american crew revitalize spray. it should completely eradicate your itch, provide shine and luster to your hair, and it supposedly lengthens the growth phase of the hair cycle which should slow down shedding.
other options are tricomin and folligen, but i'd just buy the american crew first and see how you like it. you'll probably have to get it online because most salons won't carry it. check out drugstore.com (free shipping and fast).