Try Vistiril, It's a very wonderful antihistamine, And almost any doctor will give you that. Please ask them for the dose you should take and how often
100MG 2x a day (every 6 hours) Is near the maximum recommended for severe anxiety and or allergic reactions that I know of.
First look at all soaps, lotions and detergents you've been using to make sure one of those isn't the culprit. Then see a psychiatrist for an evaluation on the itchiness being anxiety related. The two of you can determine what course of treatment would be best for you. I'm sure you're misreable, and there has to be an answer for this. Good luck and take care.
Alprazolam is a benzo with no anti-allergic properties, as far as I know. If you had had allergy tests (or however they are called in English, sorry, I don't know) and they'd showed you don't suffer from any alleries, then this itching must be connected to anxiety...
If you hadn't undergone those tests, I'd ask my doctor for them and see what you're really allergic to. Then they can give you meds that are proper to your condition.
And from a word from someone who is dependant on Xanax and weaning off of it: Xanax (alprazolam) is highly addictive. Please, don't abuse it or you'll end up in the benzo hell like I have...