Skin rash & constant itchy skin from immunotherapy

Hello I wonder if anyone can help me.

I've been undergoing Immunotherapy for stomach cancer since August last year. At the end of December I developed a rash on my legs and  arms and i was so itchy everywhere. My oncologist stopped my treatment for two weeks and gave me strong steroids to take away the rash he said this was a reaction to the immunotherapy.

I saw my oncologist last week and he restarted my treatment on Friday just gone. I'm still sooooo itchy. I've tried everything all creams aveeno, hydrocortisone but I'm still itchy.

Has anyone got any advice? I don't have the rash anymore but I'm still so itchy.