Hi L.-
Itching is very normal with pregnancy. I had it from about my 8th month until 8-10 weeks post partum. I did an Aveeno oatmeal bath once a day (you can find it at walgreens). I also used hydrocortisone cream like it was going out of style.
My doctor did give me a pill to take as well a topical steriod cream to apply. I am sad to say that I cannot remember the name of either medications, but there is something that can be done to help you feel more comfortable.
Try the oatmeal baths, and the hydrocortisone cream. If that doesn't help I would ask again if there is anything that can be done. You may want to seek a second opinion if you are not getting the care you think you deserve.
Try this links:
http://www.homemakingcottage.com/mother/pregnancy_itching...
Also maybe ask about the following:
# Corticosteroids applied to the skin (topical) are known to give prompt relief.
# Sometimes oral corticosteroids (eg prednisolone) are needed.