Look up PUPPPS, sounds like exactly what I had, it did not turn out the be the really serious condition, and everything turned out ok (figured I would start with that to offer some anecdotal relief)
But it is HORRIBLE, and I scratched myself to the point of broken blood vessels and could not sleep. I tried EVERYTHING! Had husband out buying calamine lotion, tried over the counter cortisone creams...My midwife eventually sent me to the dermatologist who prescribed an even stronger steroid cream, which I used because I was so miserable...
It was not until I spoke with the midwife of my sister in law that I was able to solve the problem...The idea behind the itching, as told to me by the midwife, is that your liver is being over exerted during the end of pregnancy, and it is not able to process all the toxins that it usually can. This presents itself as itchiness as the toxins that are not processed begin to enter the bloodstream and cause INTENSE itching all over...
She recommended the following, which I was skeptical of...get a tincture of Milk Thistle, and a few bottles of mineral water...begin taking 3 doses of Milk Thistle a day (following whatever rec is on bottle just 3x a day) and drink it with a few cups of mineral water, lets say 8oz, at least 2x a day...
I swear to you that this stopped my itching the very next morning...I continued taking through the end of pregnancy, and if it had not been for her help, I would have begged to be induced since the only way to solve is delivery...
I also offered this remedy to a friend who had same symptoms, and it worked for her immediately too...Check w/provider, but I promise you it works, and had no adverse outcomes for me, luckily I haven't had it this time around... Hope you can get some relief! 
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