Several of my albinos turned an orangy color so although itchiness and orange can be signs it is not entirely conclusive. However, since they are possible signs it would be a good idea to go ahead and have the test. Is your ferret showing any other signs? The most common is baldness- usually starting at the butt. Before you shaved her was she going bald? Is her vulva swelling at all as that is also a sign. It is possible to have just one symptom though so not all have to be present. Your main question to ask yourself is "If it is adrenal related am I going to have the surgery done to remove the adrenal(s)?" It is usually the left that is involved. If it is the right they sometimes cannot remove it due to huge blood vessels on the right side. Then the ferret needs to be put on either Lysodren or Lupron. These are expensive as well and some ferrets cannot tolerate them. Has your vet discussed this with you? How does he want to do the diagnosis? Ultrasound? Blood test (the university of Tenn. does this). If you cannot afford to have the surgery done or use the medication then you my not want to spend the money to test for it. You may just elect to try to keep your little critter happy and healthy as you can. If you can afford it then by all means have it checked out and pursue it. Does your ferret have much artificial light? This can be an issue with adrenal tumors. They feel that ferrets that are exposed to a lot of artificial light can develop them so this is something to keep in mind just in case.
Has she been spayed? Also, here is an interesting link for you: