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Without further information it is very difficult for me to provide the best advice but I shall certainly try.
Please reply when you can and we can continue the conversation.
This may be the remnants of a product that has been applied to them, perhaps talc, a spray or a shampoo.
As they are very itchy, a vet visit is best to check for e.g. a bacterial infection or fungal infection, mites, fleas or an allergy.
They may well require some anti itch medicine, as well as more specific treatment such as antibiotics and a medicated wash.
I hope this helps and please let me know if you have any further questions.