Have you looked at the leaflet you got with your HRT some do say itching can be a side effect,
There is a thread on here already started recently, but more about a specific HRT
I had terrible itching about a year ago, and woke up one morning looking as if i had been attacked by an animal, my arms were bleeding too, never really found out why
Does your scalp itch too,?
I had some hair loss and still get an itchy scalp,for which i am prescribed Dermovate