You might want to try the allergy pill, it might help. Did he suggest Claritin maybe?
Have you seen a dermatologist? Your thighs might have an infection that can be treated with a cream. Sometimes it takes some trial and error to get the right treatment.
Do you have dandruff in your hair? Nizoral shampoo works really well, and you can buy it OTC. If you have dandruff your itch might be your scalp inflamed from the infection. The shampoo is a little harsh, so what I would suggest it use it two days in a row, and then just once or twice a week going forward and use your regular shampoo otherwise.
If you itch on your head and body it might be the shampoo you use, that happened to my husband.
Are you taking any new medication that started at the same time you started any new itching? It sound like you have been itchy a long time though.
I’m not a doctor, just throwing out ideas.