How to stop the itch

They could be itching for several reasons.
1)they're just irritating your sclap because they're still close to it. This is the most common, you can try getting some witch hazel and mixing it with water to make a spray. Its very soothing. There is another anti-itch type scalp recipe at doctoredlocks.com
2)you might have a skin sensatvity or allergy to the type of metal used in hair locs rings. to rule this out you might have a friend look closely at the bonds and see if there is any reddness or swelling. If there is, you are most likily allergic. If you are sensative or allergic to it, its really your choice whether or not you continue to wear them. Skin allergies typically are only that, SKIN problems unless the reaction is very very severe. If it is more of a sensativity two things could happen with continued wear - you could either develop a more severe allergy or get used to them. Only time will tell with that. You can also try to get the rings in a different metal. I have very sensative skin (cannot wear rings or earings other than sterling silver, gold, or if I weren't broke platinum), but I haven't tried the hair locs type of rings, BUT I have tried others and experienced no reaction to them. Typically rings with a thicker coating of paint, or silicone, or a metal you are not allergic to, are better for those with skin allergies.

hope this helps.

i use witch hazel dabbed on with a cotton ball to keep me from going insane

Honestly it sounds like a copper metal allergy.  It has to be crimped, I prefer flat $10 home store crimper, and really press.  but I'm wearing them and the itching could be, stray hairs , no pretip hitting your scalp, or allergy.  Are they pretipped?  Are you sure it's copper?  Are you sure it's not micros? are they copper colored if you were to scratch the top, do you feel when sleeping?