Here is my answer, reposted below:
There are several possibilities here, I'll discuss the most common.
In dogs, itchy skin is most commonly caused by an allergy. The most common type of allergic skin disease is called atopic dermatitis. Atopic dermatitis is due to the body's immune system "over-reacting" to things it comes in contact with from the environment. The most common allergens include certain pollens (usually from wild grasses), molds, dust mites, etc. Unfortunately, these are things we cannot completely eliminate from the environment, but we can try and prevent contact with by bathing more often (even 1-2 times per week), with a gentle oatmeal or hypoallergenic shampoo. Some mild cases respond well to a more frequent bathing regimen, while others require additional therapies such as oral prednisone or oral Apoquel to control the itch.
Another very common allergy in dogs is to flea saliva. It only takes one bite to set off the itching cycle, so you may not even see any fleas present. In some pets, Frontline may not work well, so you may want to consider trying an alternative. The most effective types of flea prevention currently available require a prescription from your veterinarian. However, I have found that a newer one called Seresto (an 8 month collar) is pretty effective, and it is available over the counter.
Other fairly (but overall less) common causes of itching include mites or other parasites. It looks like the mite your shampoo is geared towards is the demodex mite. There are other mites such as sarcoptes that are more likely to cause itching, and require a different treatment. In order to diagnose whether mites or other microscopic parasites are present, a skin scraping test would need to be performed.
Lastly, certain food allergies can cause an itch response in the skin. Food allergies are by far much less common than the other possibilities I have listed above.
In summary, I recommend trying a more frequent bathing regimen with a gentle oatmeal or hypoallergenic shampoo. You can also try the Seresto collar in case this is related to a flea allergy. Also, supplementing the diet with omega fatty acids (fish oil) can help improve the health of the skin and decrease itchiness. If these therapies do not result in improvement within few weeks, or if it worsens, your dog will need to get checked out by his veterinarian. Better yet, you could cut to the chase and schedule an appointment for him sooner rather than later, and he can get a skin scraping performed to rule out mites, and potentially start a course of oral medication to help with his itching. I hope this has helped. Please let me know if I can be of further assistance :)