This might be to long, but I hope it can help!
I suffered from this about three years ago and didn't get any relief till last year. It first started with just a dry eyelid on my left eye lid. Then it started under my eye. Then it turned into this crazy itch, it was so bad that I would scratch it in my sleep, not even knowing. It was actually interfering in my sleep, which I just can't tolerate. I went to my dermatologist (who I love), she said it was allergy, which I didn't agree. How can I have an allergy effecting one eye?? If it's a product, I use everything on both eyes. So she put one of those huge allergy patches on my back, the kind you wear for 2 days, they have like 15 allergens in them. Then they take it off & see what spot is irritated. So it shows I am allergic to nickel, the cheap ingredient in jewelry. Only thing that touches my eyes with that could be sunglasses. I go buy expensive glasses made with titanium, that doesn't work. Go back to dr, try 3 different meds over 6 month period. Go to eye doctor, that doesn't help. Use Ellidel (sp?), steroid cream, eye doctor rx, EVERYTHING!!
I get so frustrated, can't wear eye shadow on that eye, it just a flaky itchy mess! A friend said try taking off eye makeup with Johnson's baby shampoo. I do this and within 2 days, the itch goes away, but not the flaky, peeling stuff. My daughter, an esthetician/nurse buys this balm for me at Target, Boots Olive Almond & Sage Wonderbalm. I use it 2x a day and all is better!
So that's my way to long story. I use baby shampoo & this balm (only use it 1 or 2 times a week) and I haven't had a problem for over a year.
It's only my experience, but I hope it helps you, I know how miserable that is.
Good luck!
ps. During the course of all this crap I so desperate for relief I pretty much tossed every eye cosmetic I had, that really hurt!