I'm not sure if she would be really itchy if it was an allergic reaction. Hopefully your vet can let you know when you talk to him!

BTW, are you using kiln dried pine shavings? If they aren't kiln dried they can give a piggy URI, and that brings along a whole new string of problems! (I'm pretty sure Kaytee brand is kiln dried, but it should say on the back if it is or not.)

Carefresh and Yesterday's News are supposed to be really good beddings. You also don't take the risk of getting bugs with them. I'm not sure how reasonably they are priced, though.