My daughter had this problem. We had to bring her to the dr's three times looking for a UTI. It wasn't so much itching as picking at her underware _constantly_. It drove me batty. Here's what we've done to virtually eliminate the problem.
1. Have her pull her pants and underpants all the way down to her ankles when she pees, and to sit with her legs really wide. When she's done peeing, have her give a little "wiggle."
2. Wipe really well from front to back.
3. No more baths. She had to switch to showers. Now even if she takes the occasional bath I notice the problem (and we use the mildest organic soaps. Her skin is just super sensitive).
After about a week of this routine, no more problems. Good luck. (By the way, if it is a yeast problem, the oatmeal baths are likely going to make it worse, not better, so do get her checked out by the doctor if this doesn't go away soon).