I have had a very similar symptoms. If your scalp feels itchy right after washing your hair it could be an indication that you are allergic to one of the shampoo ingredients. Some people, including myself, are allergic to sodium laureth sulfate or sodium lauryl sulfate sometimes dubbed SLS. These detergents make the shampoo foam and are good at removing oily residues but can be harsh to the skin.
SOLUTION: Try using a mild soap (for example 'pears' a transparent soap bar) instead of shampoo and afterwards rinse your hair with a mixture of lukewarm water and cider vinegar. (Don't add too much vinegar. The water should just taste slightly sour.) Alternatively, try to find a shampoo without SLS. In any case you should also consult a dermatologist.
SOLUTION: Try using a mild soap (for example 'pears' a transparent soap bar) instead of shampoo and afterwards rinse your hair with a mixture of lukewarm water and cider vinegar. (Don't add too much vinegar. The water should just taste slightly sour.) Alternatively, try to find a shampoo without SLS. In any case you should also consult a dermatologist.