^ Sleazys or those hoods for blankets... I think either one will work, but sleazys work better. But if you have a hood for a blanket lying around and it doesn't have to attach to the blanket, go ahead and use that. And I agree, MTG works wonders.
There is a strong possibility it could be sweet itch which there are products on the market that can help relieve it, you can also consider a flu rug as sometimes it is bought on by midges and flies. Have you also considered lice, which are like nits in humans if you look hard enough you can see them if you look at tail head and mane area. You can get medicated washes and lice powder which gets rid of them.
Also I have a young filly and she has been itching just lately, she hasnt rubbed her mane away but I checked her from lice and she was clear, so I just gave her a good bath which she enjoyed and it seems to have stopped her from itching for a while. I think at that age they do get very greasy from lossing there foal coats etc.