Sometimes the simplest answer can be the one overlooked. Any chance he has fleas?
Also these toy breeds can get skin problems because they are sensitive.
If you're not already feeding him a gluten free dog food, do that. Feed a fish and rice, chicken and rice or lamb and rice dry kibble - the best quality you can afford.
Evening primrose oil on the food (just get capsules and break them/stir the oil in) has vitamin E which I used for my rescue Dobe years ago as she had very bad skin
Is he scratching as a 'displacement activity' - this means is he bored, or lonely, and finding something to do with himself. More exercise plus a DAP dog pheromone diffuser can help reduce stress.
Actually shampooing can make the problem worse because it dries out the skin, leading to more itching.
And the more scratching he does, the more he will want to do because damaged skin itches when it's healing.
You should consider putting him in a buster collar (I call it a 'cone') so he can't scratch his face while you're working out the problem.
Do go to your vet, but I'd definitely check out all herbal and homeopathic options first. Vets tend to just prescribe drugs, but I've had great results using natural remedies first.