Vania,

I don't think you should have ANY concern about this scratching having an impact on your brain. The tenderness it can cause on your scalp is just a skin issue.

The intense headache is likely from some sort of stress that you endure that may be the cause of your scratching or may be a result of your scratching. Do you have any dreams during these times? What kind of dreams, pleasant or stressful?

Do you notice any tingling on your scalp? Some times, we are triggered to scratch tingling where we usually respond to itching.

As Jo*mar said, itching could be resolved with shampoo and/or scalp conditioner. Tingling can be caused by reduced blood flow. Reduced blood flow can be triggered by neck inflammation.