How to protect your scalp?

Unfortunately my main picking spot is my scalp. Because of my hair I can’t put bandaids or other coverings on them. I’ve obviously tried hats but they tend to be tight on my head which makes it even itchier. I’m getting actual bald spots on my head now which is making me very self conscious as a woman with long blonde hair. Any tips or advice would be so appreciated bcuz I’m so miserable