I use Zyrtec (a generic form, forget the name) as an antihistimine. For me it is much better than Benadryl, as it does not make me sleepy. I use it for the intense itch of Polycythemia Vera, which comes and goes and is worst at night. It just about cuts the itch in half. I use only natural food store creams on my skin, which might help you if you, too, are sensitive to the additives in creams at regular stores; but it sounds like the itch is primarily at the injection sites, so I guess that would not help. You must call the doctor because itch of this intensity can be an allergic reaction.