There are many causes of itching, here are a few:
People sometimes jump to conclusions, skipping over potential explanation in favor of the explanations they most desire. If you think you have Morgellon, did you actually check that none of the things listed here could be responsible for your symptoms?
Here’s something that might be responsible for a fraction of the Morgellons cases.
(It’s a scabies mite – it burrows into your skin)