Our dogs get itchy in winter, too. It might be worth trying an omega-3 oil supplement on his food. We use about tablespoon and a half per dog per evening meal when its coldest and driest out and it really does the trick.
If he has a sensitive tummy, you may have to consider the possibility of a food intolerance or allergy--often food intolerance and itching go hand-in-hand. So if the oil doesn't work, you could try an elimination diet--you eliminate ingredients one by one over the course of a few weeks to see if the itching gets better when something is excluded.
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